[RsR] shifted t distribution for power analysis
Hi, The distribution of the t statistic under the alternative hypothesis is not a shifted t but a t with a non-zero non-centrality parameter. rt() has a third argument "ncp" that precisely provides non-central t. Look at the help file for the definition of the ncp and its link with mean shift and variance. Olivier
On 30/09/2020 10:18, Z B wrote:
Dears, I am trying to generate 10 random numbers from shifted to the right t distribution with 3 degrees of freedom. I mean the following : x<-rt(10,3) y<-rt(10,3)+2 I need these two variable to calculate the the power of two sample t-test in order the check its robustness and that is by deriving the p values from 1000 samples for both x and y and then calculate the rejection rate.But it is false since i found out that we talk about noncentrality parameter in case of t-distribution and not shift like mentioned above.how shall i do to express a shift to the right with an amount of 2 using the noncentrality parameter in R ?.i will be very grateful when i hear from you. and if there is whatever other solution to implement shifted to the right random variables then it welcome. Best Reguards Zakaria Bensmida