One-sample coverage probability (Gibbons Ch 2.11.1)

For an ordered sample the coverages U_i = F(X_(i)) - F(X_(i-1)) are i.i.d. Beta(1, n) under H0. Returns empirical coverages (rank-based) plus the cumulative coverage F(X_(n)) - F(X_(1)).

Usage

morie_one_sample_coverage(x)

Arguments

x

Numeric vector.

Value

Named list: coverages, cumulative, expected, n, sample_min, sample_max, method.

Examples

morie_one_sample_coverage(x = rnorm(50))
#> $coverages
#>  [1] 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784
#>  [7] 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784
#> [13] 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784
#> [19] 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784
#> [25] 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784
#> [31] 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784
#> [37] 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784
#> [43] 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784 0.01960784
#> [49] 0.01960784 0.01960784 0.01960784
#> 
#> $cumulative
#> [1] 0.9607843
#> 
#> $expected
#> [1] 0.01960784
#> 
#> $n
#> [1] 50
#> 
#> $sample_min
#> [1] -2.213492
#> 
#> $sample_max
#> [1] 2.178289
#> 
#> $method
#> [1] "One-sample coverage probability"
#>