param.boot {bvpa}R Documentation

Parametric bootstrap confidence intervals of parameters of Block-Basu Bivariate Pareto (BBBVPA) distribution

Description

Parametric bootstrap confidence interval of parameters of BBBVPA distribution.

Usage

param.boot(
  data,
  s1.int,
  s2.int,
  a0.int,
  a1.int,
  a2.int,
  conf.lev = 0.95,
  intv.m1 = c(0, 2),
  intv.m2 = c(0, 2),
  no.paboot = 100,
  tol = 1e-04,
  ...
)

Arguments

data

bivariate observations.

s1.int

initial choice of σ1\sigma_1.

s2.int

initial choice of σ2\sigma_2.

a0.int

initial choice of α0\alpha_0.

a1.int

initial choice of α1\alpha_1.

a2.int

initial choice of α2\alpha_2.

conf.lev

confidence level, defult 0.950.95.

intv.m1

interval related to confidence interval of μ1\mu_1, c(0,2) (default).

intv.m2

interval related to confidence interval of μ1\mu_1, c(0,2) (default).

no.paboot

number of bootstrap samples, 100 (default).

tol

convergence tolerance for confidence interval of μ1\mu_1. and μ2\mu_2, 0.0001 (default).

...

further arguments to pass to estimates.

Value

A matrix of lower and upper confidence interval limits (in the first and second column respectively). The matrix rows are labeled by the parameter names (if any) and columns by the corresponding distribution quantiles.

Author(s)

Biplab Paul <paul.biplab497@gmail.com> and Arabin Kumar Dey <arabin@iitg.ac.in>

Examples

# see the example of estimation


[Package bvpa version 1.0.0 Index]