Hi All This is a general stats problem that I am dealing with using R, so any help is greater appreciated.
I have two lognormal distributions with means M1 and M2. If we have: H0: log(M1/M2)=0 H1: log(M1/M2) !=0 equivalent to log(M1/M2)=log(1+P) where P<0 or P>0. If we calculate the power for a value of P=0.1 or P=-0.1 (i.e. a 10% difference) and say assume SE{log(M1/M2)}=0.05, and confidence level= 100(1-alpha), alpha=0.05, then how is the power function calculated? As far as I can see we can calculate the power in the two ways given below and if there is no assumed direction to difference between M1 and M2 are not both calculations valid? > # P=-0.1 > qn <- qnorm(p=0.05, mean=0, sd=0.05, lower.tail=T) > Power.1 <- pnorm(q=qn, mean=log(0.9), sd=0.05, lower.tail=T) > # P=0.1 > qn <- qnorm(p=0.95, mean=0, sd=0.05, lower.tail=T) > Power.2 <- pnorm(q=qn, mean=log(1.1), sd=0.05, lower.tail=F) > > print(c(Power.1,Power.2)) [1] 0.6780872 0.6030887 > So which value should I use? Or would the average of the two values be appropriate to use? Or is there a fault in my logic? After a quick lit search I contacted a colleague who has written two stats text books and taught at University level for many years and he has not come across this problem and suggested averaging the values. This post is to ask if anyone has come across this pretty basic problem and has a suggested approach. thanks Steve Classification: Unclassified ___________________________________________________________________________ Australian Antarctic Division - Commonwealth of Australia IMPORTANT: This transmission is intended for the addressee only. If you are not the intended recipient, you are notified that use or dissemination of this communication is strictly prohibited by Commonwealth law. If you have received this transmission in error, please notify the sender immediately by e-mail or by telephoning +61 3 6232 3209 and DELETE the message. Visit our web site at http://www.antarctica.gov.au/ ___________________________________________________________________________ [[alternative HTML version deleted]] ______________________________________________ R-help@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.