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 Kochar statistic.
p.valuethe p-value for the test.
methodthe character string "Kochar test for exponentiality".
data.namea character string giving the name(s) of the data.
Details
The Kochar test for exponentiality is based on the following statistic:
$$T = \sqrt{\frac{108n}{17}}\frac{\sum_{i=1}^n{J(i/(n+1))X_{(i)}}}{\sum_{i=1}^n{X_i}},$$
where
$$J(u) = 2(1-u)[1-\log{(1-u)}] - 1.$$
The statistic $T$ is asymptotically standard normal.
References
Kochar, S.C. (1985): Testing exponenttality against monotone failure rate average. --- Communications in Statistics -- Theory and Methods, vol. 14, pp. 381--392.