Re: [R] two-tailed exact binomail test
Peter Dalgaard wrote: >katrina smith <[EMAIL PROTECTED]> writes: > > > >>I am trying to find a definition for the two-tailed exact binomial >>test but have been unsuccessful. Can you help? >> >> > >Just read binom.test. The relevant bit is this: >(m is the mean == n*p) > >else if (x < m) { >i <- seq(from = ceiling(m), to = n) >y <- sum(dbinom(i, n, p) <= d * relErr) >pbinom(x, n, p) + pbinom(n - y, n, p, lower = FALSE) >} > >i.e. we take the lower tail, including the value observed + the part >of the upper tail where the binomial density is less than or equal to >that of x (with a little fuzz added in). Symmetrically for observations >in the upper tail of course. > >If you were looking for an "official" definition of the two sided >exact test, I don't think one exists. R's version is equivalent to the >likelihood ratio test, but there are alternatives (tail-balancing, >doubling the one-sided p, and maybe more). > > > there is a reference: Section 2.4.2 ("Zweiseitige Tests in einparametrigen Exponentialfamilien" - two sided tests in one-parameter exponential families) in H. Witting (1985): Mathematische Statistik I. Teubner. Stuttgart confer Satz 2.70, Korollar 2.73 (in case of symmetry) and Beispiel 2.74 (application of Korollar 2.73 to binomial model for p= 0.5). Matthias __ 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
Re: [R] two-tailed exact binomail test
katrina smith <[EMAIL PROTECTED]> writes: > I am trying to find a definition for the two-tailed exact binomial > test but have been unsuccessful. Can you help? Just read binom.test. The relevant bit is this: (m is the mean == n*p) else if (x < m) { i <- seq(from = ceiling(m), to = n) y <- sum(dbinom(i, n, p) <= d * relErr) pbinom(x, n, p) + pbinom(n - y, n, p, lower = FALSE) } i.e. we take the lower tail, including the value observed + the part of the upper tail where the binomial density is less than or equal to that of x (with a little fuzz added in). Symmetrically for observations in the upper tail of course. If you were looking for an "official" definition of the two sided exact test, I don't think one exists. R's version is equivalent to the likelihood ratio test, but there are alternatives (tail-balancing, doubling the one-sided p, and maybe more). -- O__ Peter Dalgaard Ă˜ster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 __ 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
Re: [R] two-tailed exact binomail test
You might find the answer in Chapter 2 of Nonparametric statistical methods written by Myles Hollander and Douglas A. Wolfe (2nd ed., ISBN: 0-471-19045-4) 2005/8/27, katrina smith <[EMAIL PROTECTED]>: > I am trying to find a definition for the two-tailed exact binomial test but > have been unsuccessful. Can you help? > > > > > - > > [[alternative HTML version deleted]] > > __ > 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 > __ 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
[R] two-tailed exact binomail test
I am trying to find a definition for the two-tailed exact binomial test but have been unsuccessful. Can you help? - [[alternative HTML version deleted]] __ 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