Geary Test is a Matlab script for Statistics and Probability scripts design by G. Levin.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris. Geary Test - Single sample Geary goodness-of-fit hypothesis test.
Publisher review: Geary Test - 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"/"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. Requirements: ยท MATLAB Release: R12.1 Operating system: Windows / Linux / Mac OS / BSD / Solaris
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