| order_pig {orders} | R Documentation |
Random Sampling of k-th Order Statistics from a Poisson-inverse Gaussian Distribution
Description
order_pig is used to obtain a random sample of the k-th order statistic from a Poisson-inverse Gaussian distribution and some associated quantities of interest.
Usage
order_pig(size, k, mu, sigma, n, p = 0.5, alpha = 0.05, ...)
Arguments
size |
numeric, represents the size of the sample. |
k |
numeric, represents the k-th smallest value from a sample. |
mu |
numeric, represents the location parameter values. |
sigma |
numeric, represents scale parameter values. |
n |
numeric, represents the size of the sample to compute the order statistic from. |
p |
numeric, represents the 100p percentile for the distribution of the k-th order statistic. Default value is population median, p = 0.5. |
alpha |
numeric, (1 - alpha) represents the confidence of an interval for the population percentile p of the distribution of the k-th order statistic. Default value is 0.05. |
... |
represents others parameters of a Poisson-inverse Gaussian distribution. |
Value
A list with a random sample of order statistics from a Poisson-inverse Gaussian Distribution, the value of its join probability density function evaluated in the random sample and an approximate (1 - alpha) confidence interval for the population percentile p of the distribution of the k-th order statistic.
Author(s)
Carlos Alberto Cardozo Delgado <cardozorpackages@gmail.com>.
References
Gentle, J, Computational Statistics, First Edition. Springer - Verlag, 2009.
Ribgy, R. and Stasinopoulos, M. (2005) Generalized Additive Models for Location Scale and Shape, Journal of the Royal Statistical Society. Applied Statistics, Series C.
Examples
library(orders)
# A sample of size 10 of the 3-th order statistics from a Poisson-inverse Gaussian Distribution
# order_pig(size=20,k=5,mu=6,sigma=1,n=30,p=0.5,alpha=0.02)