tt1st: Critical constants and power against the null alternative of...

Description Usage Arguments Value Note Author(s) References Examples

View source: R/tt1st.R

Description

The function computes the critical constants defining the uniformly most powerful invariant test for the problem δ/σ_D ≤ θ_1 or δ/σ_D ≥ θ_2 versus θ_1 < δ/σ_D < θ_2, with (θ_1,θ_2) as a fixed nondegenerate interval on the real line. In addition, tt1st outputs the power against the null alternative δ = 0.

Usage

1
tt1st(n,alpha,theta1,theta2,tol,itmax) 

Arguments

n

sample size

alpha

significance level

theta1

lower equivalence limit to δ/σ_D

theta2

upper equivalence limit to δ/σ_D

tol

tolerable deviation from α of the rejection probability at either boundary of the hypothetical equivalence interval

itmax

maximum number of iteration steps

Value

n

sample size

alpha

significance level

theta1

lower equivalence limit to δ/σ_D

theta2

upper equivalence limit to δ/σ_D

IT

number of iteration steps performed until reaching the stopping criterion corresponding to TOL

C1

left-hand limit of the critical interval for the one-sample t-statistic

C2

right-hand limit of the critical interval for the one-sample t-statistic

ERR1

deviation of the rejection probability from α under δ/σ_D = θ_1

ERR2

deviation of the rejection probability from α under δ/σ_D = θ_2

POW0

power of the UMPI test against the alternative δ = 0

Note

If the output value of ERR2 is NA, the deviation of the rejection probability at the right-hand boundary of the hypothetical equivalence interval from α is smaller than the smallest real number representable in R.

Author(s)

Stefan Wellek <stefan.wellek@zi-mannheim.de>
Peter Ziegler <peter.ziegler@zi-mannheim.de>

References

Wellek S: Testing statistical hypotheses of equivalence and noninferiority. Second edition. Boca Raton: Chapman & Hall/CRC Press, 2010, Par. 5.3.

Examples

1
tt1st(36,0.05, -0.4716,0.3853,1e-10,50)

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