[R] gamma distribution
Uwe Ligges
ligges at statistik.uni-dortmund.de
Thu Jul 28 10:12:47 CEST 2005
pantd at unlv.nevada.edu wrote:
> thanks for your response. btw i am calculating the power of the wilcoxon test. i
> divide the total no. of rejections by the no. of simulations. so for 1000
> simulations, at 0.05 level of significance if the no. of rejections are 50 then
> the power will be 50/1000 = 0.05. thats y im importing in excel the p values.
No, since H1 is NOT true in your case (the power is undefined under H0).
In this case it is an estimator for the alpha error, but not the power.
You might want to reread some basic textbook on testing theory.
BTW: Why do you think R cannot calculate 50/1000 and Excel does better?
> is my approach correct??
No.
Uwe Ligges
> thanks n regards
> -dev
>
>
> Quoting Uwe Ligges <ligges at statistik.uni-dortmund.de>:
>
>
>>Answering both messges here:
>>
>>
>>1. pantd at unlv.nevada.edu wrote:
>> > Hi I appreciate your response. This is what I observed..taking
>> > the log transform of the raw gamma does change the p value of
>> > the test. That is what I am importing into excel (the p - values)
>>
>>Well, so you made a mistake! And I still do not know why anybody realy
>>want to import data to Excel, if the data is already in R.
>>
>>For me, the results are identical (and there is no reason why not).
>>
>>
>> > and then calculating the power of the test (both raw and
>> > transformed).
>> >
>> > can you tell me what exactly your code is doing?
>>
>>See below.
>>
>>
>>2. pantd at unlv.nevada.edu wrote:
>>
>>>Hi
>>>I ran your code. I think it should give me the number of p values below
>>
>>0.05
>>
>>>significance level (thats what i could understand from your code), but
>>
>>after
>>
>>>running your code there is neither any error that shows up nor any value
>>
>>that
>>
>>>the console displays.
>>
>>You are right in the point what the code I sent does:
>>
>> erg <- replicate(1000, {
>> x<-rgamma(10, 2.5, scale = 10)
>> y<-rgamma(10, 2.5, scale = 10)
>> wilcox.test(x, y, var.equal = FALSE)$p.value
>> })
>> sum(erg < 0.05) # 45
>>
>>
>>and it works for me. It results in a random number close to 50, hopefully.
>>
>>Since both points above seem to be very strange on your machine: Which
>>version of R are you using? We assume the most recent one which is R-2.1.1.
>>
>>Uwe Ligges
>>
>>
>
>
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