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PoolBal (version 0.1-0)

hrQ: Empirical UMP beta centrality quotient

Description

Estimates the centrality quotient for the UMP pooled p-value of a restricted beta family.

Usage

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

Value

An empirical estimate of the centrality quotient.

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 centrality quotient communicates the tendency for a test to favour evidence shared among all tests over strong evidence in a single test.

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 uses the individual estimation functions for central and marginal rejection levels to compute the centrality quotient for the UMP pooled p-value.

Examples

Run this code
hrQ(0.8, alpha = 0.05, M = 10)

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