Renext (version 3.0-0)

Jackson: Jackson's statistic

Description

Jackson's statistic for the exponentiality test.

Usage

Jackson(x, norm = FALSE)

Arguments

x

Numeric vector or matrix. In the second case, rows are considered as samples.

norm

Logical: if TRUE, the statistic is normalized by using the asymptotic mean and standard deviation, respectively 2 and 1.

Value

• A numeric vector of length 1 when x is a vector, or with length nrow(x) when x is a matrix.

Details

The value(s) of the statistic are the ratio of two weighted means of the order statistics.

References

J. Beirlant and T. de Weit and Y. Goegebeur(2006) A Goodness-of-fit Statistic for Pareto-Type Behaviour, J. Comp. Appl. Math., 186(1), pp. 99-116