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PoolBal (version 0.1-0)

hrPr: Empirical UMP beta marginal rejection level

Description

Uses simulation to estimate the marginal rejection level for the UMP pooled p-value of a restricted beta family

Usage

hrPr(w, alpha = 0.05, M = 2, nsim = 1e+05)

Value

A numeric between 0 and 1.

Arguments

w

numeric between 0 and 1

alpha

numeric between 0 and 1

M

integer sample size greater than 0

nsim

integer, the number of simulated null cases generated

Author

Chris Salahub

Details

The marginal rejection level is the maximum p-value in a single tests which still results in rejection of the null when all other tests have a p-value of 1.

To test the null hypotheses that all p-values are uniform against a restricted beta family 0 < a <= 1 <= b, the most powerful pooled p-value linearly combines upper and lower tail probabilities of the chi-squared distribution with two degrees of freedom with weights w and (1 - w) where w = (1 - a)/(b - a).

This function estimates the marginal rejection level empirically by simulating a specified number of null cases to give an empirical pooled p-value for the rejection level alpha.

Examples

Run this code
hrPr(w = 0.5, alpha = 0.05, M = 10)
hrPr(w = 0.5, alpha = 0.05, M = 10) # decreases in sample size

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