a logical value indicating whether to compute p-values by Monte Carlo simulation.
nrepl
the number of replications in Monte Carlo simulation.
Value
A list with class "htest" containing the following components:
statisticthe value of the test statistic.
p.valuethe p-value for the test.
methodthe character string "Epstein test for exponentiality".
data.namea character string giving the name(s) of the data.
Details
The test is based on the following statistic:
$$EPS_n =\frac{2n\left(\log\left(n^{-1}\sum_{i=1}^nD_i\right)-n^{-1}\sum_{i=1}^n\log(D_i)\right)}{1+(n+1)/(6n)},$$
where $D_i=(n-i+1)(X_{(i)}-X_{(i-1)})$, $X_{(0)}=0$ and $X_{(1)}\leq\ldots\leq X_{(n)}$ are the order statistics.
Under exponentiality, $EPS$ is approximately distributed as a chi-square with $n-1$ degrees of freedom.
References
Ascher, S. (1990): A survey of tests for exponentiality. --- Communications in Statistics -- Theory and Methods, vol. 19, pp. 1811--1825.