Operationally equivalent… [General Sta­tis­tics]

posted by Helmut Homepage – Vienna, Austria, 2012-12-11 15:54 (4938 d 18:59 ago) – Posting: # 9711
Views: 10,319

Dear Detlew!

❝ ❝ To be honest my brain works two-sided only. […]



❝ One of best justification of a two-sided test/CI ... I have ever seen :-D.

❝ And this from a guy which works nearly all the days with TOST.


No, I don’t. Only in less than a handful of studies 25 years ago – upon sponsor’s wish (“Hey, that’s new = fashionable and suggested by an FDA guy!”) – I applied TOST, i.e., reported a result like:

p(<0.8) 0.0014 ʌ p(>1.25) 0.0034 [image]


When I started in the early 1980s (without knowing any literature at all) I naïvely cal­cu­lated a two-sided 95% CI. Later I adapted for the 90% CI, though the term “opera­tionally equivalent” to TOST gave me headaches. I wouldn’t go that far calling it just “an algebraic coincidence”1 but I don’t get the point why the straightforward confidence inter­val inclu­sion (one H0 and H1)
$$H_0:\frac{\mu_T}{\mu_R}\notin [\theta_1,\theta_2]\;\mathit{vs.}\;H_1:\theta_1<\frac{\mu_T}{\mu_R}<\theta_2$$
should be replaced by a {set} of two Nulls and Alter­natives,
$$H_{0L}:\frac{\mu_T}{\mu_R}\leq \theta_1\;{vs.}\;H_{1L}:\frac{\mu_T}{\mu_R}>\theta_1$$
$$H_{0U}:\frac{\mu_T}{\mu_R}\geq \theta_1\;{vs.}\;H_{1U}:\frac{\mu_T}{\mu_R}<\theta_1$$
tested on the same body of data.

For an overview see Berger & Hsu (including comments by Hauck, Anderson, Meredith, Heise, Liu, Chow, Schuirmann, and Hwang).2 ;-)


  1. Brown LD, Casella G, Hwang JTG. Optimal Confidence Sets, Bioequivalence, and the Limaçon of Pascal. J Amer Statist Assoc. 1995;90(431):880–9. doi:10.1080/01621459.1995.10476587. [image] free resource.
  2. Berger RL, Hsu JC. Bioequivalence Trials, Intersection–Union Tests and Equivalence Con fidence Sets. Stat Sci. 1996;11(4):283–319. doi:10.1214/ss/1032280304. [image] free resource.

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