Kendall.SNBP {Bivariate.Pareto} | R Documentation |
Kendall's tau under the SNBP distribution
Description
Compute Kendall's tau under the Sankaran and Nair bivairate Pareto (SNBP) distribution (Sankaran and Nair, 1993) by numerical integration.
Usage
Kendall.SNBP(Alpha0, Alpha1, Alpha2, Gamma)
Arguments
Alpha0 |
Copula parameter |
Alpha1 |
Positive scale parameter |
Alpha2 |
Positive scale parameter |
Gamma |
Common positive shape parameter |
Details
The admissible range of Alpha0
(\alpha_{0}
) is 0 \leq \alpha_{0} \leq (\gamma+1) \alpha_{1} \alpha_{2}.
Value
tau |
Kendall's tau. |
References
Sankaran PG, Nair NU (1993), A bivariate Pareto model and its applications to reliability, Naval Research Logistics, 40:1013-1020.
Shih J-H, Lee W, Sun L-H, Emura T (2019), Fitting competing risks data to bivariate Pareto models, Communications in Statistics - Theory and Methods, 48:1193-1220.
Examples
library(Bivariate.Pareto)
Kendall.SNBP(7e-5,0.0036,0.0075,1.8277)