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"/"reasonable
estimator 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.
Free download from Shareware Connection - GTEST: Single sample Geary goodness-of-fit hypothesis test.
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 10-05-2013 | Rating: 0 | Title: Geary Test
Author Url: http://www.mathworks.com/
Program Info Url: http://www.mathworks.com/
Download Url: http://www.mathworks.com/matlabcentral/fx_files/3626/1/gtest.zip
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