H2 StatisticProgram not available. Compute the probability associated with the H2 statistic: \(H2_{Statistic} = - \sum_{i=0}^{n-1}{ln(1 - 2 \cdot f_{i} \cdot (1-f_{i})) } = - \sum_{i=0}^{n-1}{ln(f_{i}^{2} + (1-f_{i})^{2}) } \\ when \: 0 < f_{i} \leq f_{i+1} < 1, \, for \; 0 \leq i \leq n-1 \)(f = cummulative distribution function of the distribution function being tested). Computation limitations:Sample size, n; 2 ≤ n ≤ 1000, not necessary an integer.Calculated value of the H2 statistic, on the sample of size n, with at least five significant digits, H2; 0.1 ≤ H2 ≤ 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 XX coeficients obtained from a high resolution Monte-Carlo experiment.Compute for: | |