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exp_test_ad {agop}R Documentation

Anderson-Darling Test for Exponentiality

Description

Performs an approximate Anderson-Darling goodness-of-fit test, which verifies the null hypothesis: Data follow an exponential distribution.

Usage

exp_test_ad(x)

Arguments

x

a non-negative numeric vector of data values

Details

Sample size should not be smaller than 3. Missing values are removed from x before applying the procedure.

The p-value is approximate: its distribution has been estimated by taking 2500000 MC samples. For performance and space reasons, the estimated distribution is recreated by a spline interpolation on a fixed number of points. In result, the resulting p-value distribution may not necessarily be uniform for p>>0.5.

Value

A list of the class htest is returned, just like in many other testing methods, see e.g. ks.test.

References

Anderson T.W., Darling D.A., A Test of Goodness-of-Fit, Journal of the American Statistical Association 49, 1954, pp. 765-769.

See Also

pexp

Other Tests: pareto2_test_ad; pareto2_test_f


[Package agop version 0.2-0 Index]