probabilityderiv {MultNonParam}

Derivative of pairwise probabilities of Exceedence

Description

probabilityderiv calculates derivatives probabilities of one variable exceeding another, where the variables are independent, and with identical distributions except for a location shift, at the null hypothesis. This calculation is useful for power of Mann-Whitney-Wilcoxon, Jonckheere-Terpstra, and Kruskal-Wallis testing.

Usage

probabilityderiv(distname = c("normal", "cauchy", "logistic"))

Arguments

distname

The distribution of the underlying observations; normal and logistic are currently supported.

Details

Probabilities of particular families must be calculated analytically, and then differentiated.

Value

The scalar derivative.