inst/snippet/fit-exp.R

In rpruim/fastR: Foundations and Applications of Statistics Using R (2nd Edition)

Edata <- c(18.0, 6.3, 7.5, 8.1, 3.1, 0.8, 2.4, 3.5, 9.5, 39.7,
          3.4, 14.6, 5.1, 6.8, 2.6, 8.0, 8.5, 3.7, 21.2, 3.1,
          10.2, 8.3, 6.4, 3.0, 5.7, 5.6, 7.4, 3.9, 9.1, 4.0)
n <- length(Edata)
theta.hat <- 1 / mean(Edata); theta.hat
cutpts <- c(0, 2.5, 6, 12, Inf)
bin.Edata <- cut(Edata, cutpts)
p <- diff(pexp(cutpts, theta.hat))
e <- n * p
o <- tally(bin.Edata)
print(cbind(o, e))
lrt  <- 2 * sum(o * log(o / e)); lrt
pearson <- sum((o - e)^2 / e); pearson
1-pchisq(lrt, df = 2)               # df = (4 - 1) - 1 [anti-conservative]
1-pchisq(pearson, df = 2)
1-pchisq(lrt, df = 3)               # df = 4 - 1       [conservative]
1-pchisq(pearson, df = 3)