compare.tail.to.normal: Compare tails of a sample to normal expectation.

In mdedge/stfspack: Functions to Support Statistical Thinking from Scratch

Description

Compares the proportion of observations in a vector beyond k standard deviations to the expectation under a normal distribution. The output is a ratio of the proportion of data beyond k standard deviations from the expectation divided by the Normal-theory probability of observations beyond k standard deviations from the expectation.

Usage

compare.tail.to.normal(x, k, mu, sigma)

Arguments

x	A numeric vector
k	The number of standard deviations beyond which is considered the "tail" (for the purpose of the computation)
mu	The expectation of a normal distribution to which x will be compared
sigma	The standard deviation of a normal distribution to which x will be compared

Value

A ratio of the proportion of data beyond k standard deviations from the expectation divided by the Normal-theory probability of observations beyond k standard deviations from the expectation.

Examples

compare.tail.to.normal(rnorm(10000, 0, 1), 3, 0, 1)
compare.tail.to.normal(rt(10000, 2), 3, 0, 1)

mdedge/stfspack documentation built on May 9, 2019, 8:17 a.m.