pexactgauss             package:maxstat             R Documentation

_C_o_m_p_u_t_i_n_g _M_a_x_i_m_a_l_l_y _S_e_l_e_c_t_e_d _G_a_u_s_s _S_t_a_t_i_s_t_i_c_s

_D_e_s_c_r_i_p_t_i_o_n:

     Computes the exact probability that a maximally selected gauss
     statistic is greater or equal to 'b'.

_U_s_a_g_e:

     pexactgauss(b, x, minprop=0.1, maxprop=0.9, ...)
     qexactgauss(p, x, minprop=0.1, maxprop=0.9, ...)

_A_r_g_u_m_e_n_t_s:

       b: quantile. 

       p: probability. 

       x: the prognostic factor(s) under test. 

 minprop: at least 'minprop'*100% of the observations in the first
          group. 

 maxprop: not more than 'minprop'*100% of the observations in the first
          group. 

     ...: additional parameters to be passed to 'pmvnorm'.

_D_e_t_a_i_l_s:

     This is the exact distribution of a maximally selected Gauss
     statistic and the asymptotic distribution for maximally selected
     rank statistics. Normal probabilities are derived from the
     procedures by Genz/Bretz (see 'pmvnorm' for details).

_V_a_l_u_e:

     The probability that, under the hypothesis of independence, a
     maximally selected gauss statistic greater equal 'b' is observed.

_R_e_f_e_r_e_n_c_e_s:

     Genz, A. (1992). Numerical computation of multivariate normal
     probabilities. _Journal of Computational and Graphical
     Statistics_, *1*, 141-150

     Genz, A. (1993). Comparison of methods for the computation of
     multivariate normal probabilities. _Computing Science and
     Statistics_, *25*, 400-405

_E_x_a_m_p_l_e_s:

     x <- rnorm(20)

     pexact <- pexactgauss(2.5, x, abseps=0.01)

