Simulates confidence interval coverage probability for a median difference in a 2-group design

Source: R/statpsych1.R

Performs a computer simulation of the confidence interval performance for a difference of population medians in a 2-group design. Sample data for each group can be generated from five different population distributions. All distributions are scaled to have standard deviations of 1.0 in group 1.

sim.ci.median2(alpha, n1, n2, sd.ratio, dist1, dist2, rep)

Arguments

alpha

alpha level for 1-alpha confidence

n1

sample size for group 1

n2

sample size for group 2

sd.ratio

ratio of population standard deviations (sd2/sd1)

dist1

type of distribution for group 1 (1, 2, 3, 4, or 5)

dist2

type of distribution for group 2 (1, 2, 3, 4, or 5)

  • 1 = Gaussian (skewness = 0 and excess kurtosis = 0)

  • 2 = platykurtic (skewness = 0 and excess kurtosis = -1.2)

  • 3 = leptokurtic (skewness = 0 and excess kurtosis = 6)

  • 4 = moderate skew (skewness = 1 and excess kurtosis = 1.5)

  • 5 = large skew (skewness = 2 and excess kurtosis = 6)

rep

number of Monte Carlo samples

Value

Returns a 1-row matrix. The columns are:

  • Coverage - Probability of confidence interval including population median difference

  • Lower Error - Probability of lower limit greater than population median difference

  • Upper Error - Probability of upper limit less than population median difference

  • Ave CI Width - Average confidence interval width

Examples

sim.ci.median2(.05, 20, 20, 2, 5, 4, 5000)
#>  Coverage Lower Error Upper Error Ave CI Width
#>    0.9512      0.0274      0.0214     2.383263

# Should return (within sampling error):
# Coverage Lower Error Upper Error Ave CI Width
#    0.952       0.027       0.021     2.368914