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.
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:
