Chi.approx: Pearson's three-moment Chi-square approximation

Description Usage Arguments Details References See Also

Description

Chi.approx computes upper tail probabilities of asymptotic distributions for the CVM type statistics using the Pearson chi-square approximation.

Usage

1
Chi.approx(x, eigvals)

Arguments

x

MLDEFINITION

eigvals

MLDEFINITION

Details

The Chi-square approximation only requires the first three cumulants of the statistic of interest, and is therefore faster than using the Imhof method. See Lesperance et. al for further details.

References

Lesperance M, Reed WJ, Stephens MA, Tsao C, Wilton B (2016) Assessing conformance with Benford's Law: goodness-of-fit tests and simultaneous confidence intervals. PLoS one; 11(3). Wong, S. (2010) Testing Benford's Law with the first two significant digits. University of Victoria, Master's thesis.

See Also

Imhof


mlespera/BenGood documentation built on May 18, 2019, 3:43 p.m.