exp1st {EQUIVNONINF} | R Documentation |
The function computes the critical constants defining the uniformly most powerful test for the problem
\sigma \le 1/(1 + \varepsilon)
or \sigma\ge (1 + \varepsilon)
versus 1/(1 + \varepsilon) < \sigma < (1 + \varepsilon)
,
with \sigma
denoting the scale parameter [\equiv
reciprocal hazard rate] of an exponential distribution.
exp1st(alpha,tol,itmax,n,eps)
alpha |
significance level |
tol |
tolerable deviation from |
itmax |
maximum number of iteration steps |
n |
sample size |
eps |
margin determining the hypothetical equivalence range symmetrically on the log-scale |
alpha |
significance level |
tol |
tolerable deviation from |
itmax |
maximum number of iteration steps |
n |
sample size |
eps |
margin determining the hypothetical equivalence range symmetrically on the log-scale |
IT |
number of iteration steps performed until reaching the stopping criterion corresponding to TOL |
C1 |
left-hand limit of the critical interval for
|
C2 |
right-hand limit of the critical interval for
|
ERR1 |
deviation of the rejection probability from |
POW0 |
power of the randomized UMP test against the
alternative |
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
4.2.
exp1st(0.05,1.0e-10,100,80,0.3)