- statsmodels.stats.power.normal_power_het(diff, nobs, alpha, std_null=1.0, std_alternative=None, alternative='two-sided')¶
Calculate power of a normal distributed test statistic
This is an generalization of normal_power when variance under Null and Alternative differ.
difference in the estimated means or statistics under the alternative.
number of observations
significance level, e.g. 0.05, is the probability of a type I error, that is wrong rejections if the Null Hypothesis is true.
standard deviation under the Null hypothesis without division by sqrt(nobs)
standard deviation under the Alternative hypothesis without division by sqrt(nobs)
str, ‘two-sided’ (
default), ‘larger’, ‘smaller’
extra argument to choose whether the power is calculated for a two-sided (default) or one sided test. The one-sided test can be either ‘larger’, ‘smaller’.