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 "Harris modification of Gnedenko F-test".
data.namea character string giving the name(s) of the data.
Details
The test is based on the following statistic:
$$Q_n(R) =\frac{\left(\sum_{i=1}^RD_i+\sum_{i=n-R+1}^nD_i\right)/(2R)}{\sum_{i=R+1}^{n-R}D_i/(n-2R)},$$
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, $Q_n(R)$ has an F distribution with $4R$ and $2(n-2R)$ degrees of freedom.
References
Ascher, S. (1990): A survey of tests for exponentiality. --- Communications in Statistics -- Theory and Methods, vol. 19, pp. 1811--1825.