Timeline for shapiro test for exponentiality [closed]
Current License: CC BY-SA 4.0
15 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 28, 2018 at 9:59 | comment | added | Chris | Yes i am using the package exptest in r. For example, if the alternative is a t(2) , for n = 10, 20 and 50 i am getting power of 0.0270, 0.0170 and 0.0130 respectively. If we subtract these powers from 1 we do get reasonable powers, 0.9730, 0.9830 and 0.9870 respectively | |
| May 28, 2018 at 9:58 | review | Reopen votes | |||
| May 28, 2018 at 12:45 | |||||
| S May 28, 2018 at 9:39 | history | edited | Ferdi | CC BY-SA 4.0 |
Made the question understandable.
|
| S May 28, 2018 at 9:39 | history | suggested | Shanks | CC BY-SA 4.0 |
Made the question understandable.
|
| May 28, 2018 at 9:11 | review | Suggested edits | |||
| S May 28, 2018 at 9:39 | |||||
| May 28, 2018 at 4:52 | comment | added | Glen_b | @Michael The test for exponentiality is in Shapiro & Wilk (1972) "An Analysis of Variance Test for the Exponential Distribution (Complete Samples)". It's one of a number of tests for exponentiality (among which I'd expect the Lilliefors test to be relatively low powered against many of the alternatives likely to be of interest). | |
| May 28, 2018 at 4:26 | history | closed |
jbowman kjetil b halvorsen♦ SmallChess Michael R. Chernick Jeremy Miles |
Needs details or clarity | |
| May 28, 2018 at 3:31 | comment | added | Michael R. Chernick | Lillefors test is especially designed for the exponential distribution. I am not sure what version of Shapiro's test the OP is referring to. If it is the Shapiro-Wilk test that one is intended for determining normlity. | |
| May 28, 2018 at 2:43 | answer | added | Glen_b | timeline score: 3 | |
| May 28, 2018 at 2:25 | comment | added | Glen_b |
@Show you should identify the package you're running the function from; it's perfectly possible (and indeed regularly happens) that several packages may use the same name for somewhat different functions (even if they perform the same task their inputs and outputs may differ). Do you mean the function in package exptest ?
|
|
| May 28, 2018 at 2:22 | comment | added | Glen_b | Why would you expect it to be better? (it may well be, but it has fairly low power so it seems an odd one to suggest) | |
| May 28, 2018 at 0:43 | review | Close votes | |||
| May 28, 2018 at 4:26 | |||||
| May 28, 2018 at 0:31 | comment | added | Michael R. Chernick | A better test for exponentiality might be to use Lilliefors test. | |
| May 28, 2018 at 0:09 | history | edited | Chris | CC BY-SA 4.0 |
edited body
|
| May 27, 2018 at 23:24 | history | asked | Chris | CC BY-SA 4.0 |