validate_approximation

Validates the approximation quality by comparing moments of the
approximated distribution with the theoretical moments.

Implements the Welch-Satterthwaite approximation for differences
of non-standardized t-distributed random variables in both univariate and
multivariate settings. The package provides methods for computing effective
degrees of freedom and scale parameters, as well as distribution functions
for the approximated difference distribution. The methodology extends the
classical Welch-Satterthwaite framework from variance combinations to
t-distribution differences through careful moment matching. Methods build
on the classical Welch-Satterthwaite approach described in Welch (1947)
<doi:10.1093/biomet/34.1-2.28> and Satterthwaite (1946) <doi:10.2307/3002019>.

Yusuke Yamaguchi

wstdiff

Welch-Satterthwaite Approximation for t-Distribution Differences

validate_approximation function

<dl><dt>ws_result</dt>
<dd>Result from any ws_tdiff function</dd>
<dt>n_sim</dt>
<dd>Number of simulations for validation (default: 10000)</dd>
<dt>seed</dt>
<dd>Random seed for reproducibility</dd></dl>

Arguments

Validate Welch-Satterthwaite Approximation — validate_approximation

<dl>

<dt>ws_result</dt>
<dd>Result from any ws_tdiff function</dd>


<dt>n_sim</dt>
<dd>Number of simulations for validation (default: 10000)</dd>


<dt>seed</dt>
<dd>Random seed for reproducibility</dd>

</dl>

validate_approximation: Validate Welch-Satterthwaite Approximation

Description

Usage

Value

Arguments

Examples