tt1st {EQUIVNONINF} | R Documentation |
The function computes the critical constants defining the uniformly most powerful
invariant test for the problem
\delta/\sigma_D \le \theta_1
or \delta/\sigma_D \ge \theta_2
versus \theta_1 < \delta/\sigma_D < \theta_2
, with (\theta_1,\theta_2)
as a
fixed nondegenerate interval on the real line.
In addition, tt1st outputs the power against the null alternative \delta = 0
.
tt1st(n,alpha,theta1,theta2,tol,itmax)
n |
sample size |
alpha |
significance level |
theta1 |
lower equivalence limit to |
theta2 |
upper equivalence limit to |
tol |
tolerable deviation from |
itmax |
maximum number of iteration steps |
n |
sample size |
alpha |
significance level |
theta1 |
lower equivalence limit to |
theta2 |
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 one-sample |
C2 |
right-hand limit of the critical interval for the one-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
5.3.
tt1st(36,0.05, -0.4716,0.3853,1e-10,50)