H1 StatisticCompute the probability associated with the H1 statistic: \(H1_{Statistic} = - \sum_{i=0}^{n-1}{ f_{i} \cdot ln(f_{i}) } - \sum_{i=0}^{n-1}{ (1-f_{i}) \cdot ln(1-f_{i}) } \\ when \: 0 < f_{i} \leq f_{i+1} < 1, \, for \; 0 \leq i \leq n-1 \)(f = cummulative distribution function of the distribution function being tested). Revision (June 22, 2019: Highest the best; lowest the worst) Computation limitations:Sample size, n; 2 ≤ n ≤ 1000, not necessary an integer.Calculated value of the H1 statistic, on the sample of size n, with at least five significant digits, H1; 0.1 ≤ H1 ≤ 30.Return value:Probability to be observed a better agreement between the observed sample and the hypothetical distribution being tested.Is obtained with four significant digits.Limitation: 1.0E-11 ≤ min(p,1-p).Ref:A paper describing the procedure will be prepared.Calculation uses 36 coeficients obtained from a high resolution Monte-Carlo experiment.Compute for: | |