monte_carlo_two_sided {qqconf}

Monte Carlo Simulation for Two-Sided Test

Description

Given bounds for a two sided test on uniform order statistics, this computes the Type I Error Rate \alpha using simulations.

Usage

monte_carlo_two_sided(lower_bounds, upper_bounds, num_sims = 1e+06)

Arguments

lower_bounds

Numeric vector where the ith component is the lower bound for the ith order statistic. The components must be distinct values in (0, 1) that are in ascending order.

upper_bounds

Numeric vector where the ith component is the lower bound for the ith order statistic. The values must be in ascending order and the ith component must be larger than the ith component of the lower bounds.

num_sims

(optional) Number of simulations to be run, 1 Million by default.

Value

Type I Error Rate \alpha