Description Usage Arguments Value Author(s) References Examples
In case of two independent populations N(μ_1,σ_0^2) and N(μ_2,σ_0^2) with known common variance σ_0^2, consider the two-sample z-test for testing the point null hypothesis of difference in their means H_0 : μ_2 - μ_1 = 0 against H_1 : μ_2 - μ_1 \neq 0. For a sequentially observed data, this function implements the Sequential Bayes Factor design when a normal moment prior is assumed on the difference between standardized effect sizes (μ_2 - μ_1)/σ_0 under the alternative.
1 2 3 4 | implement.SBFHajnal_twoz(obs1, obs2, es1 = 0.3, sigma0 = 1,
RejectH1.threshold = exp(-3), RejectH0.threshold = exp(3),
batch1.size, batch2.size, return.plot = TRUE,
until.decision.reached = TRUE)
|
obs1 |
Numeric vector. The vector of sequentially observed data from Group-1. |
obs2 |
Numeric vector. The vector of sequentially observed data from Group-2. |
es1 |
Positive numeric. δ as above. Default: 0.3. For this, the prior on (μ_2 - μ_1)/σ_0 takes values 0.3 and -0.3 each with equal probability 1/2. |
sigma0 |
Positive numeric. Known standard deviation in the population. Default: 1. |
RejectH1.threshold |
Positive numeric. H_0 is accepted if BF ≤ |
RejectH0.threshold |
Positive numeric. H_0 is rejected if BF ≥ |
batch1.size |
Integer vector. The vector of batch sizes from Group-1 at each sequential comparison. Default: |
batch2.size |
Integer vector. The vector of batch sizes from Group-2 at each sequential comparison. Default: |
return.plot |
Logical. Whether a sequential comparison plot to be returned. Default: |
until.decision.reached |
Logical. Whether the sequential comparison is performed until a decision is reached or until the data is observed. Default: |
A list with three components named N1
, N2
, BF
, and decision
.
$N1
and $N2
contains the number of sample size used from Group-1 and 2.
$BF
contains the Bayes factor values at each sequential comparison.
$decision
contains the decision reached. 'A'
indicates acceptance of H_0, 'R'
indicates rejection of H_0, and 'I'
indicates inconclusive.
Sandipan Pramanik and Valen E. Johnson
Hajnal, J. (1961). A two-sample sequential t-test.Biometrika, 48:65-75, [Article].
Schnuerch, M. and Erdfelder, E. (2020). A two-sample sequential t-test.Biometrika, 48:65-75, [Article].
1 | out = implement.SBFHajnal_twoz(obs1 = rnorm(100), obs2 = rnorm(100))
|
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