exptest (version 1.2)

ww.exp.test: Wong and Wong test for exponentiality

Description

Performs Wong and Wong test for the composite hypothesis of exponentiality, see e.g. Ascher (1990).

Usage

ww.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 statistic of the test.
• p.value
  the p-value for the test.
• method
  the character string "Wong and Wong test for exponentiality".
• data.name
  a character string giving the name(s) of the data.

Details

The test is based on the following statistic: $$Q=X_{(n)}/X_{(1)},$$ where $X_{(1)}$ and $X_{(n)}$ are the smallest and the largest order statistics respectively. 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

ww.exp.test(rexp(100))
ww.exp.test(abs(rcauchy(100)))