#---------------------------------------------------- #永田(2003)第4章 1つの母分散の検定 #---------------------------------------------------- sig.level <- .05 n <- 10 delta <- 2 ######################################## #1つの母分散の検定(検定力) #(1)sigma =/ sigma_0 ######################################## power.chi <- function(sig.level,delta,n){ pchisq(qchisq(1-sig.level/2,n-1,lower.tail=F)/delta^2,n-1,lower.tail=T)+ pchisq(qchisq(sig.level/2,n-1,lower.tail=F)/delta^2,n-1,lower.tail=F) } ######################################## #1つの母分散の検定(検定力) #(2)sigma > sigma_0 ######################################## power.chi2 <- function(sig.level,delta,n){ pchisq(qchisq(sig.level,n-1,lower.tail=F)/delta^2,n-1,lower.tail=F) } ######################################## #1つの母分散の検定(検定力) #(3)sigma < sigma_0 ######################################## power.chi3 <- function(sig.level,delta,n){ pchisq(qchisq(1-sig.level,n-1,lower.tail=F)/delta^2,n-1,lower.tail=T) } ################################## #samplesize.chi1(標本サイズ) #(1)sigma =/ sigma_0 ################################## samplesize.chi1 <- function(power,delta, sig.level){ 1/2*((qnorm(sig.level/2,lower.tail=F)-delta*qnorm(power,lower.tail=F))/ (delta-1))^2+3/2 } ################################## #samplesize.chi2(標本サイズ) #(2)sigma =/ sigma_0 ################################## samplesize.chi2 <- function(power,delta, sig.level){ 1/2*((qnorm(sig.level,lower.tail=F)-delta*qnorm(power,lower.tail=F))/ (delta-1))^2+3/2 } ################################## #samplesize.chi3(標本サイズ) #(3)sigma =/ sigma_0 (2)と同一 ################################## samplesize.chi3 <- function(power,delta, sig.level){ 1/2*((qnorm(sig.level,lower.tail=F)-delta*qnorm(power,lower.tail=F))/ (delta-1))^2+3/2 } ##ex 4.1 power.chi(sig.level=.05,delta=2,n=10) ##ex 4.2 delta <- seq(0,3.5,by=.01) plot(power.chi(sig.level=.05,delta=delta,n=10)~delta,type="l") lines(power.chi(sig.level=.05,delta=delta,n=20)~delta) lines(power.chi(sig.level=.05,delta=delta,n=30)~delta) ##ex 4.3 power.chi2(sig.level=.05,delta=2,n=10) ##ex 4.4 delta <- seq(0,3.5,by=.01) plot(power.chi2(sig.level=.05,delta=delta,n=10)~delta,type="l") lines(power.chi2(sig.level=.05,delta=delta,n=20)~delta) lines(power.chi2(sig.level=.05,delta=delta,n=30)~delta) ##ex 4.5 power.chi3(sig.level=.05,delta=.5,n=10) ##ex 4.6 delta <- seq(0,3.5,by=.01) plot(power.chi3(sig.level=.05,delta=delta,n=10)~delta,type="l") lines(power.chi3(sig.level=.05,delta=delta,n=20)~delta) lines(power.chi3(sig.level=.05,delta=delta,n=30)~delta) #ex 4.7 samplesize.chi1(power=.9,sig.level=.05,delta=2) power.chi(sig.level=.05,delta=2,n=12) samplesize.chi1(power=.9,sig.level=.05,delta=.5) power.chi(sig.level=.05,delta=.5,n=15) power.chi(sig.level=.05,delta=.5,n=14) power.chi(sig.level=.05,delta=.5,n=13) #ex 4.8 samplesize.chi2(power=.95,sig.level=.05,delta=5/2) power.chi2(sig.level=.05,delta=5/2,n=9) power.chi2(sig.level=.05,delta=5/2,n=8) #ex 4.9 samplesize.chi3(power=.8,sig.level=.05,delta=1/3) power.chi3(sig.level=.05,delta=1/3,n=6) power.chi3(sig.level=.05,delta=1/3,n=5) power.chi3(sig.level=.05,delta=1/3,n=4)