Description Usage Arguments Details Value References Examples
Computes the exact probability that a maximally selected gauss statistic is
greater or equal to b
.
1 2  pexactgauss(b, x, minprop=0.1, maxprop=0.9, ...)
qexactgauss(p, x, minprop=0.1, maxprop=0.9, ...)

b 
quantile. 
p 
probability. 
x 
the prognostic factor(s) under test. 
minprop 
at least 
maxprop 
not more than 
... 
additional parameters to be passed to

This is the exact distribution of a maximally selected Gauss statistic and
the asymptotic distribution for maximally selected rank statistics.
Normal probabilities are derived from the procedures by Genz/Bretz (see
pmvnorm
for details).
The probability that, under the hypothesis of independence, a maximally
selected gauss statistic greater equal b
is observed.
Genz, A. (1992). Numerical computation of multivariate normal probabilities. Journal of Computational and Graphical Statistics, 1, 141–150
Genz, A. (1993). Comparison of methods for the computation of multivariate normal probabilities. Computing Science and Statistics, 25, 400–405
1 2 3 4 5  set.seed(29)
x < rnorm(20)
pexact < pexactgauss(2.5, x, abseps=0.01)

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