Jackson

Jackson's statistic for the exponentiality test.

Peaks Over Threshold (POT) or 'methode du renouvellement'. The
distribution for the excesses can be chosen, and heterogeneous data
(including historical data or block data) can be used in a
Maximum-Likelihood framework.

Yann Richet

Renext

Renewal Method for Extreme Values Extrapolation

Jackson function

<dl> <dt>x</dt>
<dd>Numeric vector or matrix. In the second case,
 rows are considered as samples.</dd> 
 <dt>norm</dt>
<dd>Logical: if <code>TRUE</code>, the statistic is
 normalized by using the asymptotic mean and
 standard deviation, respectively 2 and 1.</dd></dl>

Arguments

Jackson's statistic — Jackson

<dl>

 <dt>x</dt>
<dd>Numeric vector or matrix. In the second case,
 rows are considered as samples.</dd>

 
 <dt>norm</dt>
<dd>Logical: if <code>TRUE</code>, the statistic is
 normalized by using the asymptotic mean and
 standard deviation, respectively 2 and 1.</dd>

</dl>

Jackson: Jackson's statistic

Description

Usage

Value

Arguments

Details

References