test.HK2 {gofIG}R Documentation

The second Henze-Klar goodness-of-fit test for the inverse Gaussian family

Description

This function computes the goodness-of-fit test for the inverse Gaussian family due to Henze and Klar (2002).

Usage

test.HK2(data, B)

Arguments

data

a vector of positive numbers.

B

number of bootstrap iterations used to obtain p value.

Details

The test statistic is a weighted integral over the squared modulus of some measure of deviation of the empirical distribution of given data from the family of inverse Gaussian laws, expressed by means of the empirical Laplace transform.

Value

a list containing the value of the name of the test statistic, the used tuning parameter, the parameter estimation method, the value of the test statistic, the bootstrap p value, the values of the estimators, and the number of bootstrap iterations:

$Test

the name of the used test statistic.

$T.value

the value of the test statistic.

$p.value

the approximated p value.

$par.est

the estimated parameters.

$boot.run

number of bootstrap iterations.

References

Henze, N. and Klar, B. (2002) "Goodness-of-fit tests for the inverse Gaussian distribution based on the empirical Laplace transform", Annals of the Institute of Statistical Mathematics, 54(2):425-444. doi:10.1023/A:1022442506681

Examples

test.HK2(rmutil::rinvgauss(20,2,1),B=100)


[Package gofIG version 1.0 Index]