From: Liaw, Andy <andy_liaw_at_merck.com>

Date: Tue 05 Apr 2005 - 20:40:29 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Apr 05 20:47:47 2005

Date: Tue 05 Apr 2005 - 20:40:29 EST

*> From: Liaw, Andy
**>
*

> > From: Liaw, Andy

*> >
**> > Here's one possibility, assuming muhat and sigmahat are
**> > estimtes of mu and sigma from N iid draws of N(mu, sigma^2):
**> >
**> > tStat <- abs(x - muhat) / sigmahat
**> > pValue <- pt(tStat, df=N, lower=TRUE)
**>
**> Oops... That should be:
**>
**> pValue <- pt(tStat, df=N, lower=TRUE) / 2
*

I'm going mad! That should be:

pValue <- pt(tStat, df=N, lower=FALSE) / 2

Sorry for wasting bw...

Andy

*> Andy
**>
**> >
*

> > I'm not quite sure what df tStat should have (exercise for

*> > math stat), but given fairly large N, that should make little
**> > difference.
**> >
**> > Andy
**> >
**> > > From: Ross Clement
**> > >
**> > > Hi. I have a question that I have asked in other stat forums
**> > > but do not
**> > > yet have an answer for. I would like to know if there is
**> > some way in R
**> > > or otherwise of performing the following hypothesis test.
**> > >
**> > > I have a single data item x. The null hypothesis is that x
**> > > was selected
**> > > from a normal distribution N(mu,sigma). The alternate
**> > > hypothesis is that
**> > > x does not come from this distribution.
**> > >
**> > > However, I do not know the values of mu and sigma. I have a
**> > sample of
**> > > size N from which I can estimate mu and sigma. So, say that I have
**> > > N(m,s,N), and x. I would like to say with some certainty
**> > > (e.g. 95%) that
**> > > I can, or can't reject the hypothesis that x came from
**> > N(mu,sigma). I
**> > > would also like a power test to say how large N should be
**> given the
**> > > degree of accuracy I need when accepting or rejecting individual x
**> > > values.
**> > >
**> > > What is the name of the hypothesis test I need for this?
**> Is it built
**> > > into R, or are there packages I could use?
**> > >
**> > > Thanks in anticipation,
**> > >
**> > > Ross Clement.
**> > >
**> > > ______________________________________________
**> > > R-help@stat.math.ethz.ch mailing list
**> > > https://stat.ethz.ch/mailman/listinfo/r-help
**> > > PLEASE do read the posting guide!
**> > > http://www.R-project.org/posting-guide.html
**> > >
**> > >
**> > >
**> >
**>
*

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Apr 05 20:47:47 2005

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