Skip to contents

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

Source: R/statpsych1.R
sim.ci.median2.Rd

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 a standard deviation of 1.0 for group 1.

Usage

sim.ci.median2(alpha, n1, n2, sd2, dist1, dist2, rep)

Arguments

alpha

alpha level for 1-alpha confidence

n1

sample size for group 1

n2

sample size for group 2

sd2

population standard deviation for group 2

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
#>    0.9476       0.031      0.0214     2.385327

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