exptest (version 1.2)

frozini.exp.test: Frozini test for exponentiality

Description

Performs Frozini test for the composite hypothesis of exponentiality, see e.g. Frozini (1987).

Usage

frozini.exp.test(x, nrepl=2000)

Arguments

x

a numeric vector of data values.

nrepl

the number of replications in Monte Carlo simulation.

Value

• A list with class "htest" containing the following components:
• statistic
  the value of the Frozini statistic.
• p.value
  the p-value for the test.
• method
  the character string "Frozini test for exponentiality".
• data.name
  a character string giving the name(s) of the data.

Details

The Frozini test for exponentiality is based on the following statistic: $$B_n = \frac{1}{\sqrt{n}}\sum_{i=1}^n{\left| 1 - \exp(-X_{(i)}/\overline{X}) - \frac{i-0.5}{n} \right|}.$$ The p-value is computed by Monte Carlo simulation.

References

Frozini, B.V. (1987): On the distribution and power of a goodness-of-fit statistic with parametric and nonparametric applications, "Goodness-of-fit". (Ed. by Revesz P., Sarkadi K., Sen P.K.) --- Amsterdam-Oxford-New York: North-Holland. --- Pp. 133--154.

Examples

frozini.exp.test(rexp(100))
frozini.exp.test(rchisq(100,2))