R: Lower quantiles of TA or TB

q.robustified.t

R Documentation

Lower quantiles of TA or TB

Description

Calculates the quantiles of the robustified t-test statistic (TA or TB).

Usage

  q.robustified.t(p, n, test.stat=c("TA", "TB"), lower.tail=TRUE)

Arguments

`p`	vector of probabilities.
`n`	the sample size
`test.stat`	a character string specifying the test statistic.
`lower.tail`	logical; if TRUE (default), probabilities are p=P[X <= x], otherwise, p=P[X > x].

Details

Using the empirical distributions of TA and TB statistics, it calculates the quantile.

Author(s)

Chanseok Park and Min Wang

References

Park, C. and M. Wang (2018). Empirical distributions of the robustified t-test statistics. ArXiv e-prints, 1807.02215. https://arxiv.org/abs/1807.02215

Examples

# quantile value of TA (using median and MAD) statistic
q.robustified.t(p=0.01, n=10, test.stat="TA")

# quantile value of TB (using Hodges-Lehmann and Shamos) statistic
q.robustified.t(p=0.01, n=10, test.stat="TB")