exceedProb (version 0.0.1)

tRoot: This function is used to find the root for a t-distribution pivotal quantity

Description

This function returns the difference between the lower tail probability of a non-central t-distribution and a confidence level q where the t-distribution has df degrees of freedom and non-centrality parameter delta.

Usage

tRoot(delta, test_stat, df, conf_level)

Arguments

delta

Non-centrality parameter

test_stat

Test statistic at which to evaluate the t-distribution

df

Degrees of freedom

conf_level

Confidence level (usually alpha/2 or 1-alpha/2)

Value

dif Difference between t-distribution quantile and confidence level