distr.btest {digitTests}

Bayesian Test of Digits against a Reference Distribution

Description

This function extracts and performs a Bayesian test of the distribution of (leading) digits in a vector against a reference distribution. By default, the distribution of leading digits is checked against Benford's law.

Usage

distr.btest(x, check = 'first', reference = 'benford', 
            alpha = NULL, BF10 = TRUE, log = FALSE)

Arguments

x

a numeric vector.

check

location of the digits to analyze. Can be first, firsttwo, or last.

reference

which character string given the reference distribution for the digits, or a vector of probabilities for each digit. Can be benford for Benford's law, uniform for the uniform distribution. An error is given if any entry of reference is negative. Probabilities that do not sum to one are normalized.

alpha

a numeric vector containing the prior parameters for the Dirichlet distribution on the digit categories.

BF10

logical. Whether to compute the Bayes factor in favor of the alternative hypothesis (BF10) or the null hypothesis (BF01).

log

logical. Whether to return the logarithm of the Bayes factor.

Details

Benford's law is defined as p(d) = log10(1/d). The uniform distribution is defined as p(d) = 1/d.

The Bayes Factor BF_{10} quantifies how much more likely the data are to be observed under H_{1}: the digits are not distributed according to the reference distribution than under H_{0}: the digits are distributed according to the reference distribution. Therefore, BF_{10} can be interpreted as the relative support in the observed data for H_{1} versus H_{0}. If BF_{10} is 1, there is no preference for either H_{1} or H_{0}. If BF_{10} is larger than 1, H_{1} is preferred. If BF_{10} is between 0 and 1, H_{0} is preferred. The Bayes factor is calculated using the Savage-Dickey density ratio.

Value

An object of class dt.distr containing:

observed

the observed counts.

expected

the expected counts under the null hypothesis.

n

the number of observations in x.

statistic

the value the chi-squared test statistic.

parameter

the degrees of freedom of the approximate chi-squared distribution of the test statistic.

p.value

the p-value for the test.

check

checked digits.

digits

vector of digits.

reference

reference distribution

data.name

a character string giving the name(s) of the data.

Author(s)

Koen Derks, [e-mail]

References

Benford, F. (1938). The law of anomalous numbers. In Proceedings of the American Philosophical Society, 551-572.

See Also

distr.test rv.test

Examples

set.seed(1)
x <- rnorm(100)

# Bayesian digit analysis against Benford's law
distr.btest(x, check = 'first', reference = 'benford')

# Bayesian digit analysis against Benford's law, custom prior
distr.btest(x, check = 'first', reference = 'benford', alpha = 9:1)

# Bayesian digit analysis against custom distribution
distr.btest(x, check = 'last', reference = rep(1/9, 9))