statsmodels.stats.power.normal_power_het¶

statsmodels.stats.power.normal_power_het(diff, nobs, alpha, std_null=1.0, std_alternative=None, alternative='two-sided')[source]¶

Calculate power of a normal distributed test statistic

This is an generalization of normal_power when variance under Null and Alternative differ.

Parameters:¶

diff : float¶

difference in the estimated means or statistics under the alternative.

nobs : float or int¶

number of observations

alpha : float in interval (0,1)¶

significance level, e.g. 0.05, is the probability of a type I error, that is wrong rejections if the Null Hypothesis is true.

std_null : float¶

standard deviation under the Null hypothesis without division by sqrt(nobs)

std_alternative : float¶

standard deviation under the Alternative hypothesis without division by sqrt(nobs)

alternative : string, '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’.

Returns:¶

power

Return type:¶

float