agop (version 0.2-2)

exp_test_ad: 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

Value

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

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.

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