PSII {mvnormalTest}

Random Generation for the Spherically Symmetric Pearson Type II Distribution

Description

Generate univariate or multivariate random sample for the spherically symmetric Pearson type II distribution.

Usage

PSII(n, p, s)

Arguments

n

number of rows (observations).

p

number of columns (variables).

s

shape parameter, s>-1.

Value

Returns univariate (p=1) or multivariate (p>1) random sample matrix.

References

Kotz, S. (1975). Multivariate distributions at a cross road. In A Modern Course on Statistical Distributions in Scientific Work (pp. 247-270). Springer, Dordrecht.

Henze, N., & Zirkler, B. (1990). A class of invariant consistent tests for multivariate normality. Communications in statistics-Theory and Methods, 19(10), 3595-3617.

Examples

set.seed(12345)

## Generate 5X2 random sample matrix from PSII(s=1) ##
PSII(n=5, p=2, s=1)


## Power calculation against bivariate (p=2) PSII(s=1) distribution ##
## at sample size n=50 at one-sided alpha = 0.05 ##

# Zhou-Shao's test #
power.mvnTest(a = 0.05, n = 50, p = 2,  B = 100, FUN = PSII, s = 1)