Geary Test (Scripts) 1.0

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• Last update: 5 years ago
• Operating system: Linux, Mac OS X, Win All, BSD, Solaris
• Publisher: G. Levin (6 other programs)
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Geary Test (Scripts) Publisher's description

GTEST: Single sample Geary goodness-of-fit hypothesis test.

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.

System Requirements:

MATLAB 6.1 (R12.1)
Program Release Status: New Release
Program Install Support: Install and Uninstall

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