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fabCI (version 0.1)

wfabz: Bayes-optimal w-function

Description

Compute Bayes optimal w-function

Usage

wfabz(theta, mu, t2, s2, alpha = 0.05)

Arguments

theta

value of theta being tested

mu

prior mean of theta

t2

prior variance of theta

s2

population variance

alpha

level of test

Details

This function computes the value of w that minimizes the acceptance probability of a biased level-alpha test for a normal population with known variance, under a specified prior predictive distribution.