On 22 May 2014, at 14:44 , Duncan Murdoch <murdoch.dun...@gmail.com> wrote:
> On 01/06/2013, 12:26 AM, Tiago V. Pereira wrote: >> Hello, R users! >> >> I am struggling with the following problem: >> >> I need to compute a P-value for a mixture of two chi-squared >> distributions. My P-value is given by: >> >> P = 0.5*prob(sqrt(chi2(1)) <= x) + 0.5*prob(sqrt(chi2(2)) <= x) > > Isn't this simply > > 0.5*pchisq(x^2, df=1) + 0.5*pchisq(x^2, df=2) > ...as suggested by yours truly in 2011! ( :-o ???!!!) On Jun 12, 2011, at 03:36 , Thomas Lumley wrote: > On Sun, Jun 12, 2011 at 12:44 PM, Tiago Pereira > <tiago.pere...@mbe.bio.br> wrote: > >> The test I am working on has an asymptotic 0.5*chi2(1)+0.5*chi2(2) >> distribution, where numbers inside parenthesis stand for the degrees of >> freedom. Is is possible to compute quickly in R the cumulative distribution >> of that distribution? >> > > There appear to be pchibar() functions in both the ibdreg and ic.infer > packages that should do want you want. Simulation is also fairly > efficient. Assuming that you mean a 50-50 mixture of the two, it should also work just to take the average of the two CDFs. The integral is a linear operator after all. -- Peter Dalgaard Center for Statistics, Copenhagen Business School > ? > > Duncan Murdoch > >> >> In words, I need to compute the p-value for 50–50 mixture of the square >> root of a chi-squared random variable with 1 degree of freedom and the >> square root of a chi-squared with two degrees of freedom. >> >> Although I can quickly simulate data, the P-values I am looking for are at >> the tail of the distribution, that is, alpha levels below 10^-7. Hence, >> simulation is not efficient. >> >> Are you aware of smart approach? >> >> >> All the best, >> >> Tiago >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
