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MSPRT (version 2.1)

umpbt.oneZ: The UMPBT alternative in one-sample Z-tests

Description

This function finds the UMPBT alternative (Table 1 in the main article) in one-sample Z-tests. This is obtained by matching the rejection region of the UMPBT to that of the fixed design test. For more details please refer to the following references.

Usage

umpbt.oneZ(side = "right", type1 = 0.005, n, null = 0, sigma0 = 1)

Arguments

side

a character; direction of the alternative hypothesis H1.

Has to be one of "right" or "left".

Default: "right".

type1

a numeric in (0,1); prespecified Type 1 error probability.

Default: 0.005.

n

a positive numeric (integer); sample size to be used.

null

a numeric; the hypothesized value of population mean under the simple null hypothesis.

Default: 0.

sigma0

a positive numeric; the known population standard deviation.

Default: 1.

Value

Returns a numeric which is the UMPBT point alternative in the one-sample Z-test.

References

MSPRT: main article and supplemental information

Johnson, Valen E., Uniformly most powerful Bayesian tests., Ann. of Stat., 41, (4), 2013, pp. 1716-1741

Johnson, Valen E., Revised standards for statistical evidence., Proceedings of the National Academy of Sciences, 16, 1945. (Specially it's supplemental file)

Examples

Run this code
# NOT RUN {
umpbt.oneZ(n= 60)
# }

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