g08 Chapter Contents
g08 Chapter Introduction
NAG C Library Manual

NAG Library Function Documentnag_anderson_darling_exp_prob (g08clc)

1  Purpose

nag_anderson_darling_exp_prob (g08clc) calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of an unspecified exponential distribution.

2  Specification

 #include #include
 void nag_anderson_darling_exp_prob (Integer n, Nag_Boolean issort, const double y[], double *ybar, double *a2, double *aa2, double *p, NagError *fail)

3  Description

Calculates the Anderson–Darling test statistic ${A}^{2}$ (see nag_anderson_darling_stat (g08chc)) and its upper tail probability for the small sample correction:
 $Adjusted ​ A2 = A2 1+0.6/n ,$
for $n$ observations.

4  References

Anderson T W and Darling D A (1952) Asymptotic theory of certain ‘goodness-of-fit’ criteria based on stochastic processes Annals of Mathematical Statistics 23 193–212
Stephens M A and D'Agostino R B (1986) Goodness-of-Fit Techniques Marcel Dekker, New York

5  Arguments

1:     nIntegerInput
On entry: $n$, the number of observations.
Constraint: ${\mathbf{n}}>1$.
2:     issortNag_BooleanInput
On entry: set ${\mathbf{issort}}=\mathrm{Nag_TRUE}$ if the observations are sorted in ascending order; otherwise the function will sort the observations.
3:     y[n]const doubleInput
On entry: ${y}_{\mathit{i}}$, for $\mathit{i}=1,2,\dots ,n$, the $n$ observations.
Constraint: if ${\mathbf{issort}}=\mathrm{Nag_TRUE}$, values must be sorted in ascending order. Each ${y}_{i}$ must be greater than zero.
4:     ybardouble *Output
On exit: the maximum likelihood estimate of mean.
5:     a2double *Output
On exit: ${A}^{2}$, the Anderson–Darling test statistic.
6:     aa2double *Output
On exit: the adjusted ${A}^{2}$.
7:     pdouble *Output
On exit: $p$, the upper tail probability for the adjusted ${A}^{2}$.
8:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.
NE_BOUND
The data in y must be greater than zero.
NE_INT
On entry, ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{n}}>1$.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
NE_NOT_INCREASING
${\mathbf{issort}}=\mathrm{Nag_TRUE}$ and the data in y is not sorted in ascending order.

7  Accuracy

Probabilities are calculated using piecewise polynomial approximations to values estimated by simulation.

None.

9  Example

This example calculates the ${A}^{2}$ statistics for data assumed to arise from an unspecified exponential distribution and calculates the $p$-value.

9.1  Program Text

Program Text (g08clce.c)

9.2  Program Data

Program Data (g08clce.d)

9.3  Program Results

Program Results (g08clce.r)