statsmodels.stats.power.normal_power_het¶
-
statsmodels.stats.power.normal_power_het(diff, nobs, alpha, std_null=
1.0
, std_alternative=None
, alternative='two-sided'
)[source]¶ Calculate power of a normal distributed test statistic
This is an generalization of normal_power when variance under Null and Alternative differ.
- Parameters:¶
- diff
float
difference in the estimated means or statistics under the alternative.
- nobs
float
orint
number of observations
- alpha
float
in
interval
(0,1) significance level, e.g. 0.05, is the probability of a type I error, that is wrong rejections if the Null Hypothesis is true.
- std_null
float
standard deviation under the Null hypothesis without division by sqrt(nobs)
- std_alternative
float
standard deviation under the Alternative hypothesis without division by sqrt(nobs)
- alternative
str
, ‘two-sided’ (default
), ‘larger’, ‘smaller’ extra argument to choose whether the power is calculated for a two-sided (default) or one sided test. The one-sided test can be either ‘larger’, ‘smaller’.
- diff
- Returns:¶
- power
float
- power
Last update:
Dec 16, 2024