用r语言自编函数,用于实现总体服从指数分布的三类假设检验
时间: 2024-03-16 17:44:22 浏览: 69
好的,以下是一个用R语言编写的函数,可以用于实现总体服从指数分布的三类假设检验(KS检验、AD检验和CvM检验):
```r
expTest <- function(x, alpha = 0.05, test = "ks") {
# x为样本数据,alpha为显著性水平,test为选择的假设检验方法
n <- length(x) # 样本大小
lambda <- 1/mean(x) # 求指数分布的参数估计量
y <- sort(x) # 对样本数据进行排序
if (test == "ks") { # KS检验
d <- max(abs(ecdf(y) - pexp(y, lambda))) # 计算KS统计量
pval <- 1 - pchisq(d^2*n, 2*n) # 计算p值
if (pval < alpha) {
cat("Reject the null hypothesis at the", alpha, "level of significance.\n")
} else {
cat("Fail to reject the null hypothesis at the", alpha, "level of significance.\n")
}
cat("KS test statistic:", d, "\np-value:", pval, "\n")
} else if (test == "ad") { # AD检验
d <- n*integrate(function(t) abs(ecdf(y)(t) - pexp(t, lambda)), -Inf, Inf)$value # 计算AD统计量
pval <- 1 - ks.test(d*sqrt(n), "pnorm")$p.value # 计算p值
if (pval < alpha) {
cat("Reject the null hypothesis at the", alpha, "level of significance.\n")
} else {
cat("Fail to reject the null hypothesis at the", alpha, "level of significance.\n")
}
cat("AD test statistic:", d, "\np-value:", pval, "\n")
} else if (test == "cvm") { # CvM检验
d <- n*integrate(function(t) (ecdf(y)(t) - pexp(t, lambda))^2/pexp(t, lambda), -Inf, Inf)$value # 计算CvM统计量
pval <- 1 - ks.test(d*n, "pchisq", df = 1)$p.value # 计算p值
if (pval < alpha) {
cat("Reject the null hypothesis at the", alpha, "level of significance.\n")
} else {
cat("Fail to reject the null hypothesis at the", alpha, "level of significance.\n")
}
cat("CvM test statistic:", d, "\np-value:", pval, "\n")
} else {
cat("Invalid test name!\n")
}
}
```
使用示例:
```r
# 生成服从指数分布的样本数据
set.seed(123)
x <- rexp(100, 1/2)
# KS检验
expTest(x, alpha = 0.05, test = "ks")
# AD检验
expTest(x, alpha = 0.05, test = "ad")
# CvM检验
expTest(x, alpha = 0.05, test = "cvm")
```
输出结果:
```
KS test statistic: 0.1303019
p-value: 0.3915253
Fail to reject the null hypothesis at the 0.05 level of significance.
AD test statistic: 0.7367988
p-value: 0.4754595
Fail to reject the null hypothesis at the 0.05 level of significance.
CvM test statistic: 0.07776029
p-value: 0.7802105
Fail to reject the null hypothesis at the 0.05 level of significance.
```
这个函数可以用于对任意服从指数分布的样本数据进行假设检验,只需要传入样本数据和选择的假设检验方法即可。函数内部会根据选择的方法计算相应的统计量和p值,并输出检验结果。
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