PQln {MCPAN} | R Documentation |
Generalized pivotal quantity for log expected values of several lognormal samples.
Description
Computes samples of the generalized pivotal quantities for the log of expected values of lognormal samples according to Krishnamoorthy and Mathew (2003). For internal use in lndci
, lnrci
.
Usage
PQln(nx, mlx, varlx, B = 10000)
Arguments
nx |
a numeric (integer) vector, the sample sizes for each of K groups |
mlx |
a numeric vector, the sample estimates of the log mean for each of K groups |
varlx |
a numeric vector, the (unbiased) sample estimates of the log variance for each of K groups |
B |
a single (integer) value, the number of samples to draw, defaults to 10000 |
Details
Generates B samples from independent standard normal and chi^2 distributions for each of K independent groups in a one-way layout and computes the generalized pivotal quantities for the log expected value for each of the groups, according to Krishnamoorthy and Mathew (2003).
The input vectors nx
, mlx
, varlx
must be vectors of length K.
Value
A BxK matrix
Author(s)
Frank Schaarschmidt
References
Krishnamoorthy K, Mathew T (2003): Inferences on the means of lognormal distributions using generalized p-values and generalized condence intervals. Journal of Statistical Planning and Inference 115, 103-121.