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')

Calculate power of a normal distributed test statistic

This is an generalization of normal_power when variance under Null and Alternative differ.

Parameters

difffloat

difference in the estimated means or statistics under the alternative.

nobsfloat or int

number of observations

alphafloat 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_nullfloat

standard deviation under the Null hypothesis without division by sqrt(nobs)

std_nullfloat

standard deviation under the Alternative hypothesis without division by sqrt(nobs)

alternativestr, ‘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’.

Returns

powerfloat