tt2st {EQUIVNONINF} | R Documentation |
The function computes the critical constants defining the uniformly most powerful
invariant test for the problem
(\xi-\eta)/\sigma \le -\varepsilon_1
or (\xi-\eta)/\sigma \ge \varepsilon_2
versus -\varepsilon_1 < (\xi-\eta)/\sigma < \varepsilon_2
, with \xi
and \eta
denoting
the expected values of two normal distributions with common variance \sigma^2
from which independent
samples are taken.
In addition, tt2st outputs the power against the null alternative \xi = \eta
.
tt2st(m,n,alpha,eps1,eps2,tol,itmax)
m |
size of the sample from |
n |
size of the sample from |
alpha |
significance level |
eps1 |
absolute value of the lower equivalence limit to |
eps2 |
upper equivalence limit to |
tol |
tolerable deviation from |
itmax |
maximum number of iteration steps |
m |
size of the sample from |
n |
size of the sample from |
alpha |
significance level |
eps1 |
absolute value of the lower equivalence limit to |
eps2 |
upper equivalence limit to |
IT |
number of iteration steps performed until reaching the stopping criterion corresponding to TOL |
C1 |
left-hand limit of the critical interval for the two-sample |
C2 |
right-hand limit of the critical interval for the two-sample |
ERR1 |
deviation of the rejection probability from |
ERR2 |
deviation of the rejection probability from |
POW0 |
power of the UMPI test against the alternative |
If the output value of ERR2 is NA, the deviation of the rejection probability at the right-hand
boundary of the hypothetical equivalence interval from \alpha
is smaller than the smallest
real number representable in R.
Stefan Wellek <stefan.wellek@zi-mannheim.de>
Peter Ziegler <peter.ziegler@zi-mannheim.de>
Wellek S: Testing statistical hypotheses of equivalence and noninferiority. Second edition.
Boca Raton: Chapman & Hall/CRC Press, 2010, \S
6.1.
tt2st(12,12,0.05,0.50,1.00,1e-10,50)