Fdiff | R Documentation |
Calculate values of 1 - 4-term Edgeworth expansions (EE) (2nd - 5th order) for the two-sample standardized difference in means.
Fm1two(x, nx, ny, lamx, lamy, varx, vary)
Fm2two(x, nx, ny, lamx, lamy, varx, vary)
Fm3two(x, nx, ny, lamx, lamy, varx, vary)
Fm4two(x, nx, ny, lamx, lamy, varx, vary)
x |
numeric vector of quantiles of sampling distribution. |
nx |
number of observations in the first group. |
ny |
number of observations in the second group. |
lamx |
scaled cumulants of the distribution of the first group. |
lamy |
scaled cumulants of the distribution of the second group. |
varx |
variance of the first group. |
vary |
variance of the second group. |
Higher-order approximations of the cumulative distribution function of the
two-sample standardized difference in means. Note that for a sample X_1,
\dots, X_{n_x}, Y_1, \dots, Y_{n_y}
,
X
would correspond to treatment and Y
to control.
A vector of the same length as x
containing the values of
Edgeworth expansion of a corresponding order (Fm1two
for a 1-term or
2nd order EE, Fm2two
for a 2-term EE, and so on).
Fmean
for EE for one-sample standardized mean and
pfuns
for p()
functions used in EE terms.
# X: n1 gamma distributed iid random variables, centered
# Y: n2 normally distributed iid random variables (standard normal)
n1 <- 8
n2 <- 10
shp <- 3
ord <- 3:6 # orders of scaled cumulants
lamx <- factorial(ord - 1)/shp^((ord - 2)/2)
lamy <- rep(0, 4)
x <- seq(2, 5, by = 0.5) # thicker tail
1 - Fm1two(x, n1, n2, lamx, lamy, shp, 1)
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