t_edgeworth: Edgeworth expansion for Welch's t-statistic

In tcftt: Two-Sample Tests for Skewed Data

Description

This function provides approximation for the cumulative distribution function of the sampling distribution of the Welch's t-statistic using Normal distribution, first order or second order Edgeworth expansion.

Usage

t_edgeworth(
  x,
  order = 2,
  n1,
  n2,
  mu1,
  mu2,
  sigma1,
  sigma2,
  gamma1,
  gamma2,
  tau1,
  tau2
)

Arguments

x	a real number.
order	the order of edgeworth expansion. Valid options are 0, 1, and 2. If set to 0, it reduces to approximation based on the central limit theorem and returns the CDF of standard normal distribution evaluated at x.
n1	sample size for the sample from the first population.
n2	sample size for the sample from the second population.
mu1	mean of the first population.
mu2	mean of the second population.
sigma1	standard deviation of the first population.
sigma2	standard deviation of the second population.
gamma1	skewness of the first population.
gamma2	skewness of the second population.
tau1	kurtosis of the first population.
tau2	kurtosis of the second population.

Value

Edgeworth expansion evaluated at x.

Examples

t_edgeworth(1.96, order=2,
n1=20, n2=30,
mu1=0, mu2=0,
sigma1=1, sigma2=0.5,
gamma1=1, gamma2=0,
tau1=6, tau2=0)

tcftt documentation built on July 23, 2020, 5:08 p.m.