exptest (version 1.2)

ks.exp.test: Kolmogorov-Smirnov test for exponentiality

Description

Performs Kolmogorov-Smirnov test for the composite hypothesis of exponentiality, see e.g. Henze and Meintanis (2005, Sec. 2.1).

Usage

ks.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 Kolmogorov-Smirnov statistic.
• p.value
  the p-value for the test.
• method
  the character string "Kolmogorov-Smirnov test for exponentiality".
• data.name
  a character string giving the name(s) of the data.

Details

The Kolmogorov-Smirnov test for exponentiality is based on the following statistic: $$KS_n =\sup_{x\geq0}|F_n(x)-(1-\exp(-x))|,$$ where $F_n$ is the empirical distribution function of the scaled data $Y_j=X_j/\overline{X}$. The p-value is computed by Monte Carlo simulation.

References

Henze, N. and Meintanis, S.G. (2005): Recent and classical tests for exponentiality: a partial review with comparisons. --- Metrika, vol. 61, pp. 29--45.

Examples

ks.exp.test(rexp(100))
ks.exp.test(runif(100, min = 50, max = 100))