hegazy.unif.test: Hegazy-Green test for uniformity

Description Usage Arguments Details Value Author(s) References Examples

Description

Performs Hegazy-Green test for the hypothesis of uniformity.

Usage

1
hegazy.unif.test(x, nrepl=2000, p=1)

Arguments

x

a numeric vector of data values.

p

a parameter of the test (see below).

nrepl

the number of replications in Monte Carlo simulation.

Details

The Hegazy-Green test for uniformity is based on the following statistic:

T_p = \frac{1}{n}∑_{i=1}^{n}{≤ft|X_{(i)}-\frac{i}{n+1}\right|^p}.

The p-value is computed by Monte Carlo simulation.

Value

A list with class "htest" containing the following components:

statistic

the value of the Hegazy-Green statistic.

p.value

the p-value for the test.

method

the character string "Hegazy-Green test for uniformity".

data.name

a character string giving the name(s) of the data.

Author(s)

Maxim Melnik and Ruslan Pusev

References

Hegazy, Y. A. S. and Green, J. R. (1975): Some new goodness-of-fit tests using order statistics. — Journal of the Royal Statistical Society. Series C (Applied Statistics), vol. 24, pp. 299–308.

Examples

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2
hegazy.unif.test(runif(100,0,1))
hegazy.unif.test(runif(100,0.1,0.9))

Example output

Loading required package: orthopolynom
Loading required package: polynom

	Hegazy-Green test for uniformity

data:  runif(100, 0, 1)
T = 0.043473, p-value = 0.169


	Hegazy-Green test for uniformity

data:  runif(100, 0.1, 0.9)
T = 0.043784, p-value = 0.1655

uniftest documentation built on May 1, 2019, 7:33 p.m.