exptest (version 1.2)

pietra.exp.test: Test for exponentiality based on the Pietra statistic

Description

Performs test for the composite hypothesis of exponentiality based on the Pietra statistic, see e.g. Ascher (1990).

Usage

pietra.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 Pietra statistic.
• p.value
  the p-value for the test.
• method
  the character string "Test for exponentiality based on the Pietra statistic".
• data.name
  a character string giving the name(s) of the data.

Details

The test is based on the Pietra statistic $$P_n =\sum_{i=1}^n\frac{|X_i-\overline{X}|}{2n\overline{X}}.$$ The p-value is computed by Monte Carlo simulation.

References

Ascher, S. (1990): A survey of tests for exponentiality. --- Communications in Statistics -- Theory and Methods, vol. 19, pp. 1811--1825.

Examples

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