W2 {GOFSN}R Documentation

The Kolmogorov-Smirnov statistic W2

Description

This statistic measures the difference between the empirical distribution, Fn, and a theoretical one, F, which must be some element of the SN class. It is only valid for continuos variables.

Usage

 W2(data) 

Arguments

data a numeric vector with observed data

Details

Central parametrization is used, and the unknown parameters are estimated by: MLE of skewness, sample mean for mu, and sample standard desviation for sigma.

Value

x a numeric value with the disparity between Fn and F

Author(s)

Veronica Paton Romero, Universidad Rey Juan Carlos, Spain v.paton@alumnos.urjc.es

References

Cabras and Castellanos (2008) Default Bayesian goodness-of-fit tests for the skew-normal model.

See Also

W2, prior.lambda

Examples

 
data(ais, package="sn")
attach(ais)
data=bmi
W2.data=W2(data)


[Package GOFSN version 1.0 Index]