Programs in Physics & Physical Chemistry
|[Licence| Download | New Version Template] acxb_v1_0.gz(14 Kbytes)|
|Manuscript Title: Algorithms for the Kac and Renyi tests.|
|Authors: J.M.F. Chamayou|
|Program title: RENYIF, RENYIT, TESKAC|
|Catalogue identifier: ACXB_v1_0|
Distribution format: gz
|Journal reference: Comput. Phys. Commun. 12(1976)173|
|Programming language: Fortran.|
|Computer: CDC 7600.|
|Operating system: CDC SCOPE.|
|RAM: 10K words|
|Word size: 60|
|Keywords: General purpose, Statistics, Fitting, Asymptotic Renyi distribution, Renyi test, Random size sample test, Kac test.|
Nature of problem:
Given a sample (with fixed size for the Renyi test and random size for the kac test) of independent observations of a random variable having an unknown continuous distribution function G(x). The hypothesis G(x) = F(x) for a given F(x) is tested using the empirical distribution function.
The observations are ranked in increasing order to calculate the empirical distribution function. The maximum of the absolute difference between F(x) and the empirical distribution function is computed and the test of the hypothesis is performed using the asymptotic Renyi distribution.
The size of the sample must be large enough to allow a valid use of the asymptotic Renyi distribution.
Depends on the size of the sample and on the algorithm used to rank the observations in increasing order.
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