Dear Sir/Madam,
I apologize for any cross-posting. I am interested in testing:
H_0 (x~f)
vs
H_1 (x~g),
where f and g is known.
Assume T is test statistic and we will reject H_0, if & only if T > K, where K is the critical value. To calculate the critical values, say K, I used this algorithm:
1- Generate a random sample from f
2- Calculate T
3- Report the "95th percentile" for 5% level of significance. (99th for 1% sig. level, so on)
Now I am interested in calculation of statistical Power for T.
Would you please explain the algorithm for calculation of Power of test?
Kind regards,
Ali
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