exp1st {EQUIVNONINF} | R Documentation |
The function computes the critical constants defining the uniformly most powerful test for the problem σ ≤ 1/(1 + \varepsilon) or σ≥ (1 + \varepsilon) versus 1/(1 + \varepsilon) < σ < (1 + \varepsilon), with σ 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 α of the rejection probability at either boundary of the hypothetical equivalence interval |
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 α of the rejection probability at either boundary of the hypothetical equivalence interval |
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 T =∑_{i=1}^n X_i |
C2 |
right-hand limit of the critical interval for T =∑_{i=1}^n X_i |
ERR1 |
deviation of the rejection probability from α under σ = 1/(1 + \varepsilon) |
POW0 |
power of the randomized UMP test against the alternative σ = 1 |
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, Par. 4.2.
exp1st(0.05,1.0e-10,100,80,0.3)