mvnormalTest (version 1.0.1)

PSII: Random Generation for the Spherically Symmetric Pearson Type II Distribution

Description

Generate univariate or multivariate random sample for the spherically symmetric Pearson type II distribution.

Usage

PSII(n, p, s)

Value

Returns univariate (\(p=1\)) or multivariate (\(p>1\)) random sample matrix.

Arguments

n

number of rows (observations).

p

number of columns (variables).

s

shape parameter, \(s>-1\).

References

Kotz, S. (1975). Multivariate distributions at a cross road. In A Modern Course on Statistical Distributions in Scientific Work (pp. 247-270). Springer, Dordrecht.

Henze, N., & Zirkler, B. (1990). A class of invariant consistent tests for multivariate normality. Communications in statistics-Theory and Methods, 19(10), 3595-3617.

Examples

set.seed(12345)

## Generate 5X2 random sample matrix from PSII(s=1) ##
PSII(n=5, p=2, s=1)


## Power calculation against bivariate (p=2) PSII(s=1) distribution ##
## at sample size n=50 at one-sided alpha = 0.05 ##

# Zhou-Shao's test #
power.mvnTest(a = 0.05, n = 50, p = 2,  B = 100, FUN = PSII, s = 1)