rt.test (version 1.18.7.9)

q.robustified.t: Lower quantiles of TA or TB

Description

Calculates the quantiles of the robustified t-test statistic (TA or TB).

Usage

q.robustified.t(p, n, test.stat=c("TA", "TB"), lower.tail=TRUE)

Arguments

p

vector of probabilities.

n

the sample size

test.stat

a character string specifying the test statistic.

lower.tail

logical; if TRUE (default), probabilities are p=P[X <= x], otherwise, p=P[X > x].

Details

Using the empirical distributions of TA and TB statistics, it calculates the quantile.

References

Park, C. and M. Wang (2018). Empirical distributions of the robustified t-test statistics. ArXiv e-prints, 1807.02215. https://arxiv.org/abs/1807.02215

See Also

qt for obtaining quantile value of Student t-distribution.

Examples

# NOT RUN {
# quantile value of TA (using median and MAD) statistic
q.robustified.t(p=0.01, n=10, test.stat="TA")

# quantile value of TB (using Hodges-Lehmann and Shamos) statistic
q.robustified.t(p=0.01, n=10, test.stat="TB")
# }