DIPTEST: Stata module to compute dip statistic to test for unimodality
Nicholas J. Cox
diptest calculates and displays the dip statistic to test for unimodality. This statistic is the maximum difference between the empirical distribution function and the unimodal distribution function that minimises that maximum difference. The dip thus measures departure of a sample from unimodality and was proposed by Hartigan and Hartigan (Annals of Statistics 1985) as a test statistic for unimodality. Hartigan (Applied Statistics 1985) published Fortran code. Maechler (2003) published corrected C code as part of an R package diptest. The reference distribution for calculating the dip statistic is the uniform, as a worst case unimodal distribution. P-values are calculated by comparing the dip statistic obtained with those for repeated samples of the same size from a uniform distribution.
Hartigan dip test, mode, modality, distribution function
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