pval_simu function

Computing P-values with a Simulated Sample from the Null Distribution

This function computes the p-value of a statistic using a simulated sample from its theoretical null distribution.

pval_simu(s, theo_dist)

Arguments

• s: the observation whose p-value is computed. For instance a Likelihood Ratio.
• theo_dist: the sample of the distribution under the null hypothesis.

Returns

The p-value associated to the observation s.

Examples

if(interactive()){
theo_dist <- rnorm(n=10000, mean=0, sd=1)
TcGSA:::pval_simu(s=1.96, theo_dist)
1-pnorm(q=1.96, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)
}

See Also

rchisqmix

Author(s)

Boris P. Hejblum