Renext (version 3.0-0)

CV2.test: CV2 test of exponentiality

Description

Test of exponentiality based on the squared coefficient of variation.

Usage

CV2.test(x, method = c("num", "sim", "asymp"), nSamp = 15000)

Arguments

x

Numeric vector giving the sample.

method

Method used to compute the $p$-value. Can be "asymp", "num" or "sim" as in LRExp.test.

nSamp

Number of samples used to compute the $p$-value when method is "sim".

Value

• A list of test results.
• statistic, p.value
  The test statistic, i.e. the squared coefficient of variation $\textrm{CV}^2$ and the $p$-value.
• df
  The sample size.
• method
  Description of the test method.

Details

The distribution of $\textrm{CV}^2$ is that of Greenwood's statistic up to normalising constants. It approximately normal with expectation $1$ and standard deviation $2/\sqrt{n}$ for a large sample size n. Yet the convergence to the normal is known to be very slow.

References

S. Ascher (1990) "A Survey of Tests for Exponentiality" Commun. Statist. Theory Methods, 19(5), pp. 1811-1525.

See Also

The function CV2 that computes the statistic and LRExp.test or Jackson.test for functions implementing comparable tests or exponentiality with the same arguments.

Examples

n <- 30; nSamp <- 500
X <- matrix(rexp(n * nSamp), nrow = nSamp, ncol = n)
pVals <- apply(X, 1, function(x) CV2.test(x)$p.value)
plot(pVals)  ## should be uniform on (0, 1)