exp1st: Critical constants and power against the null alternative of...

In EQUIVNONINF: Testing for Equivalence and Noninferiority

Description

The function computes the critical constants defining the uniformly most powerful test for the problem σ ≤ 1/(1 + \varepsilon) or σ≥ (1 + \varepsilon) versus 1/(1 + \varepsilon) < σ < (1 + \varepsilon), with σ denoting the scale parameter [\equiv reciprocal hazard rate] of an exponential distribution.

Usage

exp1st(alpha,tol,itmax,n,eps) 

Arguments

alpha	significance level
tol	tolerable deviation from α of the rejection probability at either boundary of the hypothetical equivalence interval
itmax	maximum number of iteration steps
n	sample size
eps	margin determining the hypothetical equivalence range symmetrically on the log-scale

Value

alpha	significance level
tol	tolerable deviation from α of the rejection probability at either boundary of the hypothetical equivalence interval
itmax	maximum number of iteration steps
n	sample size
eps	margin determining the hypothetical equivalence range symmetrically on the log-scale
IT	number of iteration steps performed until reaching the stopping criterion corresponding to TOL
C1	left-hand limit of the critical interval for T =∑_{i=1}^n X_i
C2	right-hand limit of the critical interval for T =∑_{i=1}^n X_i
ERR1	deviation of the rejection probability from α under σ = 1/(1 + \varepsilon)
POW0	power of the randomized UMP test against the alternative σ = 1

Author(s)

Stefan Wellek <[e-mail]>
Peter Ziegler <[e-mail]>

References

Wellek S: Testing statistical hypotheses of equivalence and noninferiority. Second edition. Boca Raton: Chapman & Hall/CRC Press, 2010, Par. 4.2.

Examples

exp1st(0.05,1.0e-10,100,80,0.3)

EQUIVNONINF documentation built on July 12, 2021, 5:08 p.m.