R: Generalized pivotal quantity for log expected values of...

PQln {MCPAN} | R Documentation

## Generalized pivotal quantity for log expected values of several lognormal samples.

### Description

Computes samples of the generalized pivotal quantities for the log of expected values of lognormal samples according to Krishnamoorthy and Mathew (2003). For internal use in `lndci`, `lnrci`.

### Usage

    PQln(nx, mlx, varlx, B = 10000)

### Arguments

`nx` | a numeric (integer) vector, the sample sizes for each of K groups
`mlx` | a numeric vector, the sample estimates of the log mean for each of K groups
`varlx` | a numeric vector, the (unbiased) sample estimates of the log variance for each of K groups
`B` | a single (integer) value, the number of samples to draw, defaults to 10000

### Details

Generates B samples from independent standard normal and chi^2 distributions for each of K independent groups in a one-way layout and computes the generalized pivotal quantities for the log expected value for each of the groups, according to Krishnamoorthy and Mathew (2003). The input vectors `nx`, `mlx`, `varlx` must be vectors of length K.

### Value

A BxK matrix

### Author(s)

Frank Schaarschmidt

### References

Krishnamoorthy K, Mathew T (2003): Inferences on the means of lognormal distributions using generalized p-values and generalized con dence intervals. Journal of Statistical Planning and Inference 115, 103-121.

[Package MCPAN version 1.1-21 Index]