Computes samples of the generalized pivotal quantities for the log of expected values of lognormal samples according to Krishnamoorthy and Mathew (2003). For internal use in lndci, lnrci.
PQln(nx, mlx, varlx, B = 10000)a numeric (integer) vector, the sample sizes for each of K groups
a numeric vector, the sample estimates of the log mean for each of K groups
a numeric vector, the (unbiased) sample estimates of the log variance for each of K groups
a single (integer) value, the number of samples to draw, defaults to 10000
A BxK matrix
Generates B samples from independent standard normal and chi^2 distributions for each of K independent groups in a one-way layout and computes the generalized pivotal quantities for the log expected value for each of the groups, according to Krishnamoorthy and Mathew (2003).
The input vectors nx, mlx, varlx must be vectors of length K.
Krishnamoorthy K, Mathew T (2003): Inferences on the means of lognormal distributions using generalized p-values and generalized con dence intervals. Journal of Statistical Planning and Inference 115, 103-121.