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Dataplot Vol 2 Vol 1

RUKHIN 2 TEST

Name:
    RUKHIN 2 TEST (LET)
Type:
    Let Subcommand
Purpose:
    For two binomial proportions, compute the p-value and lower and upper confidence limits for

      H0: p1 = 0.5*p2

    with p1 and p2 denoting the two binomial proportions.

Description:
    For each of the binomial proportions, we actually use the correction terms

      pi = (xi + 0.5)/(ni + 1)

    with pi xi, and ni denoting the binomial proportion, the number of successes and the number of trials for the i-th binomial proportion.

    The computed test statistic is

      p1 - 0.5*p2

    and the associated standard error is

      SE = SQRT(term1 + term2) where
      term1 = p1*(1 - p1)/n1
      term2 = p2*(1 - p2)/(4*n2)

    The p-value for a lower tailed test is

      1 - NORCDF((p1 - 0.5*p2)/SE)

    The p-value for an upper tailed test is

      1 - NORCDF((p1 - 0.5*p2)/SE)

    The p-value for a two tailed test is

      2*(1 - NORCDF((p1 - 0.5*p2)/SE)

    The confidence interval is

      (p1 - 0.5*p2) +/- NORPPF(ALPHA/2)*SE
Syntax 1:
    LET <pval> <lowlim> <upplim> = RUKHIN 2 TEST
                            <p1> <n1> <p2> <n2> <alpha>
                            <SUBSET/EXCEPT/FOR qualification>
    where <p1> is constant, parameter, or variable that contains the proportion of successes for the first sample;
                <n1> is constant, parameter, or variable that contains the number of trials for the first sample;
                <p2> is constant, parameter, or variable that contains the proportion of successes for the second sample;
                <n2> is constant, parameter, or variable that contains the number of trials for the second sample;
                <alpha> is constant or parameter that contains the significance level;
                <pval> contains the returned p-value;
                <lowlim> contains the computed lower confidence limit;
                <upplim> contains the computed upper confidence limit;
    and where the <SUBSET/EXCEPT/FOR qualification> is optional.

    This syntax performs a two-tailed hypothesis test.

    The <p1> <n1>, <p2>, and <n2> arguments can be either parameters or variables. If they are variables, then the variables must have the same number of elements. The <alpha> argument is always assumed to be either a constant or a parameter.

    If the arguments are all parameters, then <pval>, <lowlim>, and <upplim> will be parameters. Otherwise, they will be variables.

Syntax 2:
    LET <pval> <lowlim> <upplim> = RUKHIN 2 LOWER TAILED TEST
                            <p1> <n1> <p2> <n2> <alpha>
                            <SUBSET/EXCEPT/FOR qualification>
    where <p1> is constant, parameter, or variable that contains the proportion of successes for the first sample;
                <n1> is constant, parameter, or variable that contains the number of trials for the first sample;
                <p2> is constant, parameter, or variable that contains the proportion of successes for the second sample;
                <n2> is constant, parameter, or variable that contains the number of trials for the second sample;
                <alpha> is constant or parameter that contains the significance level;
                <pval> contains the returned p-value;
                <lowlim> contains the computed lower confidence limit;
                <upplim> contains the computed upper confidence limit;
    and where the <SUBSET/EXCEPT/FOR qualification> is optional.

    This syntax performs a lower-tailed hypothesis test. However, the confidence limits correspond to the two-tailed test.

    The <p1> <n1>, <p2>, and <n2> arguments can be either parameters or variables. If they are variables, then the variables must have the same number of elements. The <alpha> argument is always assumed to be either a constant or a parameter.

    If the arguments are all parameters, then <pval>, <lowlim>, and <upplim> will be parameters. Otherwise, they will be variables.

Syntax 3:
    LET <pval> <lowlim> <upplim> = RUKHIN 2 UPPER TAILED TEST
                            <p1> <n1> <p2> <n2> <alpha>
                            <SUBSET/EXCEPT/FOR qualification>
    where <p1> is constant, parameter, or variable that contains the proportion of successes for the first sample;
                <n1> is constant, parameter, or variable that contains the number of trials for the first sample;
                <p2> is constant, parameter, or variable that contains the proportion of successes for the second sample;
                <n2> is constant, parameter, or variable that contains the number of trials for the second sample;
                <alpha> is constant or parameter that contains the significance level;
                <pval> contains the returned p-value;
                <lowlim> contains the computed lower confidence limit;
                <upplim> contains the computed upper confidence limit;
    and where the <SUBSET/EXCEPT/FOR qualification> is optional.

    This syntax performs an upper-tailed hypothesis test. However, the confidence limits correspond to the two-tailed test.

    The <p1> <n1>, <p2>, and <n2> arguments can be either parameters or variables. If they are variables, then the variables must have the same number of elements. The <alpha> argument is always assumed to be either a constant or a parameter.

    If the arguments are all parameters, then <pval>, <lowlim>, and <upplim> will be parameters. Otherwise, they will be variables.

Examples:
    LET PVAL AL AU = RUKHIN 2 TEST P1 N1 P2 N2 ALPHA
    LET PVAL AL AU = RUKHIN 2 LOWER TAILED TEST ...
                P1 N1 P2 N2 ALPHA
    LET PVAL AL AU = RUKHIN 2 UPPER TAILED TEST ...
                P1 N1 P2 N2 ALPHA
Default:
    None
Synonyms:
    RUKHIN TWO is a synonym for RUKHIN 2
Related Commands: Reference:
    Private communication with Andrew Rukhin and Bill Strawderman.
Applications:
    Statistics
Implementation Date:
    2008/09
Program:
     
    LET P1 = 0.9
    LET N2 = 40
    LET P2 = 0.6
    LET N2 = 40
    LET ALPHA = 0.90
    .
    LET PVAL AL AU = RUKHIN 2 TEST P1 N1 P2 N2 ALPHA
        
    The returned values for PVAL, AL, and AU are 0.0000, 0.4993, and 0.7007, respectively.

Date created: 10/5/2010
Last updated: 10/5/2010
Please email comments on this WWW page to alan.heckert@nist.gov.