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Geary Test 1.0

  Date Added: March 24, 2013  |  Visits: 243

Geary Test

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GTEST: Single sample Geary goodness-of-fit hypothesis test.H=GTEST(X,ALPHA) performs the Geary test to determine whether the null hypothesis of composite normality PDF is a reasonable assumption regarding the population distribution of a random sample X with the desired significance level ALPHA.H indicates the result of the hypothesis test according to the MATLAB rules of conditional statements:H=1 => Do not reject the null hypothesis at significance level ALPHA.H=0 => Reject the null hypothesis at significance level ALPHA. The Geary's hypotheses and test statistic are: Null Hypothesis: X is normal with unknown mean and variance.Alternative Hypothesis: X is not normal.The test evaluates the "good estimator of STD(X) for normal distribution"/"reasonableestimator of STD(X)" ratio. If X taken from a non-normal distribution this ratio is considerably different from 1.0.The decision to reject the null hypothesis is taken when the P value is less than significance level ALPHA.X must be a row vector representing a random sample. ALPHA must be a scalar.The function doesn't check the formats of X and ALPHA, as well as a number of the input and output parameters.Author: G. Levin, May, 2003.References:R. E. Walpole, R. H. Mayers, S. L. Mayers, K. Ye, K. Yee, "Probability and Statistics for Engineers and Scientists", 7-th edition, Upper Saddle River, N.J., Prentice Hall, 2002.

Requirements: No special requirements
Platforms: Matlab
Keyword: Check Considerably Decision Doesn Function Representing Scalar Vector
Users rating: 0/10

License: Shareware Size: 10 KB
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