[R] T-test & for loop

[David Winsemius]

On May 6, 2010, at 3:51 PM, Greg Snow wrote:

> Golf entry:
>
> mean( replicate( 10000, t.test(rnorm(10, 0.1, 1),  
> alternative='greater', mu=0, conf.level=0.95)$p.value < 0.05))
>
> Or
>
> mean( replicate( 10000, t.test(rnorm(10, .1), a='g')$p.value < .05))
>
> or even
>
> mean( replicate( 10000, t.test(rnorm(10, .1), a='g')$p. < .05))

Having failed with my efforts with:
  summary(lm(rnorm(10,.1)~1))[[4]][4] < .05  ....

I'm going to cheat:
mean( replicate( 10^3, t.test(rnorm(10, .1), a='g')$p. < .05))

-- 
David

>
> -- 
> Gregory (Greg) L. Snow Ph.D.
> Statistical Data Center
> Intermountain Healthcare
> greg.snow at imail.org
> 801.408.8111
>
>
>> -----Original Message-----
>> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
>> project.org] On Behalf Of Joris Meys
>> Sent: Thursday, May 06, 2010 9:57 AM
>> To: Dimitri Liakhovitski
>> Cc: r-help at r-project.org; level
>> Subject: Re: [R] T-test & for loop
>>
>> Hehe,
>>
>> those homeworks. If you can explain this code to the professor, you
>> surely
>> passed.
>>
>> n <-10000
>> obs.rej.rate <- sum(sapply(1:n,function(x){t.test(rnorm(10, 0.1,
>> 1),alternative="greater",mu=0,conf.level=0.95)$p.value <0.05}))/n
>> obs.rej.rate
>>
>> This could actually be another round of R-golf. Anybody up to it?
>>
>>
>>
>> On Thu, May 6, 2010 at 3:03 AM, Dimitri Liakhovitski
>> <ld7631 at gmail.com>wrote:
>>
>>> Sounds like homework (you are not supposed to post homework-related
>>> questions here - read the guidelines). But anyway:
>>>
>>> nr.of.rejections=0
>>> for(i in 1:10000){
>>>    x=rnorm(10, 0.1, 1)
>>>    result<-
>> t.test(x,alternative="greater",mu=0,conf.level=0.95)$p.value
>>>   if(result<0.05) nr.of.rejections = nr.of.rejections+1
>>> }
>>> print(paste("Observed number of rejections of Ho:",  
>>> nr.of.rejections,
>> sep="
>>> "))
>>> observed.rejection.rate = nr.of.rejections/10000
>>> print(paste("Actual rejection rate of Ho:", observed.rejection.rate,
>> sep="
>>> "))
>>>
>>> However, it's not Type 1 error rate. It's the observed rejection
>> rate. Type
>>> 1 error is probability of rejecting Ho when it is actually TRUE. And
>> in
>>> your
>>> case (x = rnorm(10,0.1,1) your null hypothesis (that mean = 0) is  
>>> NOT
>> true
>>> because,as you know, in the population the mean is 0.1.
>>>
>>> Dimitri
>>>
>>>
>>> On Wed, May 5, 2010 at 2:31 PM, level <lev_lambert at hotmail.co.uk>
>> wrote:
>>>
>>>>
>>>> I have been set a question which i understand statistically but my
>>>> inability
>>>> with R is preventing me from finishing it..
>>>>
>>>> My question is that we to calculate the frequency of Type 1 errors
>>>>
>>>> starting with  x = rnorm(10, 0.1, 1)
>>>>
>>>> then doing a t-test seeing whether you reject the null hypothesis
>> (Ho
>>> mu
>>>> =
>>>> 0) alternative is mu > 0
>>>>
>>>> Then i am supposed to use a for loop to do this procedure 10 000
>> times
>>>> keeping track whether the null has been rejected or not.  If anyone
>> can
>>>> help
>>>> with me it would be great help
>>>>
>>>> cheers
>>>>
>>>> --
>>>> View this message in context:
>>>> http://r.789695.n4.nabble.com/T-test-for-loop-
>> tp2131458p2131458.html
>>>> Sent from the R help mailing list archive at Nabble.com.
>>>>
>>>> ______________________________________________
>>>> R-help at r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>> PLEASE do read the posting guide
>>>> http://www.R-project.org/posting-guide.html
>>>> and provide commented, minimal, self-contained, reproducible code.
>>>>
>>>
>>>
>>>
>>> --
>>> Dimitri Liakhovitski
>>> Ninah.com
>>> Dimitri.Liakhovitski at ninah.com
>>>
>>>       [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>
>>
>>
>> --
>> Joris Meys
>> Statistical Consultant
>>
>> Ghent University
>> Faculty of Bioscience Engineering
>> Department of Applied mathematics, biometrics and process control
>>
>> Coupure Links 653
>> B-9000 Gent
>>
>> tel : +32 9 264 59 87
>> Joris.Meys at Ugent.be
>> -------------------------------
>> Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php
>>
>> 	[[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-
>> guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD
West Hartford, CT