Bioequivalence and Bioavailability Forum

Dear Helmut,

Thanks for the quick reply!

❝ ❝ On slide 31 from Helmut's lecture it's written that exact methods rely on AS 243 (or AS 184). I thought the exact method stands for solving the integral defined by Owens Q function (see also this post); but AS 243 (and AS 184) are algorithms to compute cumulative probabilities of the noncentral t-distribution (aren't they?) and hence are only applicable in the case where the approximation via noncentral t-distribution is being used. So one cannot talk about using the exact method and AS 243 in one sentence.

❝

❝ Well, I could. I must confess that my wording might be confusing. I used ‘exact’ in a sense of numerically approximating Owen’s solution.

Ok, got it. Thanks for clarifiying.

❝ ❝ Or am I wrong here?

❝

❝ Not at all.

Puh! Good

❝ Owen’s method is no algo. Unfortunately nothing is stated in the manual (neither in v7 nor in v5).

I don't have the paper from Owen, so I cannot tell. But thanks for letting me know; so the wording "an algorithm due to Owen" in the manual is not the best one... Yes, unfortunately it is not clear what nQuery does.

❝ ❝ Another thing is: AS 184 is older than AS 243, but is it worse?

❝

❝ Good question. Next question.

❝ Interesting! But as I said above right now I cannot confirm which algo R. Lenth implemented into FARTSSIE. David’s statement ‘Dr. Russel Lenth generously provided the library subroutines to calculate non-central distributions (NCt)’ is not telling. See also the end of this post. Maybe VBA runs into trouble at T/R=1; have to dig out Dieter’s paper (can’t promise – piles are high).

Ok, I got your point. As an alternative to FARTSSIE, isn't R using AS 243 for sure? At least this result (meaning 66.674%) is confirmed by using PowerTOST with method=noncentral.