Probability Plot Correlation Coefficient Test
Description
Calculates the Probability Plot Correlation Coefficient (PPCC)
between a continuous variable X and a specified distribution. The corresponding
composite hypothesis test that was first introduced by
Filliben (1975)
can be performed to test whether the sample
X is element of either the Normal, log-Normal, Exponential,
Uniform, Cauchy, Logistic, Generalized Logistic, Gumbel (GEVI), Weibull,
Generalized Extreme Value, Pearson III (Gamma 2), Mielke's Kappa, Rayleigh
or Generalized Logistic Distribution. The PPCC test is performed with
a fast Monte-Carlo simulation.