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MultNonParam (version 1.3.9)

probabilityderiv: Derivative of pairwise probabilities of Exceedence

Description

probabilityderiv calculates derivatives probabilities of one variable exceeding another, where the variables are independent, and with identical distributions except for a location shift, at the null hypothesis. This calculation is useful for power of Mann-Whitney-Wilcoxon, Jonckheere-Terpstra, and Kruskal-Wallis testing.

Usage

probabilityderiv(distname = c("normal", "cauchy", "logistic"))

Value

The scalar derivative.

Arguments

distname

The distribution of the underlying observations; normal and logistic are currently supported.

Details

Probabilities of particular families must be calculated analytically, and then differentiated.