PQln: Generalized pivotal quantity for log expected values of...

Description Usage Arguments Details Value Author(s) References

View source: R/PQln.R

Description

Computes samples of the generalized pivotal quantities for the log of expected values of lognormal samples according to Krishnamoorthy and Mathew (2003). For internal use in lndci, lnrci.

Usage

1
PQln(nx, mlx, varlx, B = 10000)

Arguments

nx

a numeric (integer) vector, the sample sizes for each of K groups

mlx

a numeric vector, the sample estimates of the log mean for each of K groups

varlx

a numeric vector, the (unbiased) sample estimates of the log variance for each of K groups

B

a single (integer) value, the number of samples to draw, defaults to 10000

Details

Generates B samples from independent standard normal and chi^2 distributions for each of K independent groups in a one-way layout and computes the generalized pivotal quantities for the log expected value for each of the groups, according to Krishnamoorthy and Mathew (2003). The input vectors nx, mlx, varlx must be vectors of length K.

Value

A BxK matrix

Author(s)

Frank Schaarschmidt

References

Krishnamoorthy K, Mathew T (2003): Inferences on the means of lognormal distributions using generalized p-values and generalized condence intervals. Journal of Statistical Planning and Inference 115, 103-121.


MCPAN documentation built on May 1, 2019, 8:04 p.m.