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CI for shift does not have a desired precision option: may cause brentq to thrash #152

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pbstark opened this issue Dec 5, 2019 · 0 comments

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pbstark commented Dec 5, 2019

brentq assumes that the objective function is continuous--but it isn't. It has flat spots and jumps

brentq assumes that evaluating the p-value at a particular shift always gives the same result, but that isn't true, because the p-value involves simulation. The randomness in the function needs to be taken into account; it will depend on the number of reps.

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