This function finds the UMPBT alternative in two-sample Z-tests. The value of hypothesized parameter, the difference between the population means of Group-2 and Group-1, under the simple null hypothesis is set at 0.
umpbt.twoZ(side = "right", type1 = 0.005, n1, n2, sigma0 = 1)a character; direction of the alternative hypothesis H1.
Has to be one of "right" or "left".
Default: "right".
a numeric in (0,1); prespecified Type 1 error probability.
Default: 0.005.
a positive numeric (integer); sample size from Group-1 to be used.
a positive numeric (integer); sample size from Group-2 to be used.
a positive numeric; the known common population standard deviation.
Default: 1.
Returns a numeric which is the UMPBT alternative in the two-sample Z-test.
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)
# NOT RUN {
umpbt.twoZ(n1= 60, n2= 60)
# }
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