goft (version 1.3.1)

cauchy.test: Test for the Cauchy distribution

Description

A test based on the ratio of two estimators for the scale parameter of the Cauchy distribution.

Usage

cauchy.test(x, N = 10^3)

Arguments

x

a numeric data vector containing a random sample of real numbers.

N

number of Monte Carlo samples used to approximate the p-value of the test. Default is N = 10^3.

Value

A list with class "htest" containing the following components.

statistic

the calculated value of the test statistic.

p.value

the approximated p-value of the test.

method

the character string "Test for the Cauchy distribution based on the ratio of two scale estimators".

data.name

a character string giving the name of the data set.

Details

The test statistic is the ratio of the maximum likelihood estimator of the scale parameter and the mean absolute deviation.

Examples

x <- rnorm(20)    # simulating a data set from a normal distribution
cauchy.test(x)    # testing the Cauchy distribution hypothesis