d <- read.table('inp_RF_S.txt',skip=1) vec_q <- sort(d[,1]) nn <- length(vec_q) vec_q1<-vec_q[1:nn-1] xeps<-vec_q[nn] # Tested value (the maximum value) mm<-nn-1 # Parameter estimation using sample size of mm=nn-1 # (except the tested value) # Type of distribution: Log-Normal (Iwai method) aa <- (vec_q1[1]*vec_q1[mm]-median(vec_q1)^2)/(vec_q1[1]+vec_q1[mm]-2*median(vec_q1)) vec_y <- log(vec_q1-aa) my <- mean(vec_y) sy <- sd(vec_y)*sqrt((mm-1)/mm) # Quantile of tested value in estimated prob.distribution zp<-(log(xeps-aa)-my)/sy # Non-exceedance probability of tested value pp <-pnorm(zp,0,1,lower.tail=TRUE,log.p=FALSE) # Quantile of tested value in Standard Normal distribution ueps<-qnorm(pp,0,1,lower.tail=TRUE,log.p=FALSE) # Non-exceedance pprobability in F-distribution peps<-pf((mm-1)/(mm+1)*ueps^2,1,mm-1,lower.tail=TRUE,log.p=FALSE) peps<-(1-peps)/2 # Critical level for the significant lebel b0 b0<-0.05 eps0<-1-(1-b0)^(1/nn) # In the case of peps<=eps0, tested value is rejected. nn mm aa my sy xeps zp pp ueps peps eps0