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MGBT (version 1.0.7)

CritK: Compute Critical Value of Grubbs--Beck statistic (eta) Given Probability

Description

Compute critical value for the Grubbs--Beck statistic (eta = \(GB_r(p)\)) given a probability (p-value), which is the “pseudo-studentized” magnitude of \(r\)th smallest observation. The CritK function is the same as the \(GB_r(p)\) quantile function. In distribution notation, this is equivalent to saying \(GB_r(F)\) for nonexceedance probability \(F \in (0,1)\), and cumulative distribution function \(F(GB_r)\) is the value that comes from RthOrderPValueOrthoT.

Usage

CritK(n, r, p)

Arguments

n

The number of observations;

r

The number of truncated observations; and

p

The probability value (p-value).

Value

The critical value of the Grubbs--Beck statistic (eta = \(GB_r(p)\)).

References

Cohn, T.A., 2013--2016, Personal communication of original R source code: U.S. Geological Survey, Reston, Va.

See Also

critK10

Examples

Run this code
# NOT RUN {
CritK(58, 2, .001) # CPU heavy: -3.561143
# }

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