I apologize for any cross-posting. I am interested in testing:
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?
You may leave the list at any time by sending the command
to [log in to unmask], leaving the subject line blank.