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uniftest (version 1.1)

frosini.unif.test: Frosini test for uniformity

Description

Performs Frosini test for the hypothesis of uniformity, see Frosini (1987).

Usage

frosini.unif.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:
  • statisticthe value of the Frosini statistic.
  • p.valuethe p-value for the test.
  • methodthe character string "Frosini test for uniformity".
  • data.namea character string giving the name(s) of the data.

Details

The Frosini test for uniformity is based on the following statistic: $$B_n = \frac{1}{\sqrt{n}}\sum_{i=1}^n{\left| X_{(i)} - \frac{i-0.5}{n} \right|}.$$ The p-value is computed by Monte Carlo simulation.

References

Frosini, B.V. (1987): On the distribution and power of a goodness-of-fit statistic with parametric and nonparametric applications, "Goodness-of-fit". (Ed. by Revesz P., Sarkadi K., Sen P.K.) --- Amsterdam-Oxford-New York: North-Holland. --- Pp. 133--154.

Examples

Run this code
frosini.unif.test(runif(100,0,1))
frosini.unif.test(runif(100,0.1,0.9))

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