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uniftest (version 1.1)

sherman.unif.test: Sherman test for uniformity

Description

Performs Sherman test for the hypothesis of uniformity, see Sherman (1950).

Usage

sherman.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 Sherman statistic.
  • p.valuethe p-value for the test.
  • methodthe character string "Sherman test for uniformity".
  • data.namea character string giving the name(s) of the data.

Details

The Sherman test for uniformity is based on the following statistic: $$B_n = \frac{1}{2}\sum_{i=1}^{n+1}{\left| X_{(i)} - X_{(i-1)} - \frac{1}{n+1} \right|},$$ where $X_{(0)}=0$, $X_{(n+1)}=1$. The p-value is computed by Monte Carlo simulation.

References

Sherman, B. (1950): A random variable related to the spacing of sample values. --- Ann. Math. Stat., vol. 21, pp. 339--361.

Examples

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

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