exptest (version 1.2)

rossberg.exp.test: Test for exponentiality based on Rossberg characterization

Description

Performs test for the composite hypothesis of exponentiality based on the Rossberg characterization, see Volkova (2010).

Usage

rossberg.exp.test(x)

Arguments

x

a numeric vector of data values.

Value

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

Details

The test is based on the following statistic: $$S_n=\int_0^\infty(H_n(t)-G_n(t))dF_n(t),$$ where $F_n$ is the empirical distribution function, $$H_n(t) = (C_n^3)^{-1}\sum_{1\leq i

References

Volkova, K.Yu. (2010): On asymptotic efficiency of exponentiality tests based on Rossberg characterization. --- J. Math. Sci., vol. 167, No. 4, pp. 486--494.

Examples

rossberg.exp.test(rexp(25))
rossberg.exp.test(runif(25, min = 50, max = 100))