order_sichel {orders}R Documentation

Random Sampling of k-th Order Statistics from a Sichel Distribution

Description

order_sichel is used to obtain a random sample of the k-th order statistic from a Sichel distribution and some associated quantities of interest.

Usage

order_sichel(size, k, mu, sigma, nu, 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.

nu

numeric, represents skewness 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 Sichel distribution.

Value

A list with a random sample of order statistics from a Sichel 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 Sichel Distribution
# order_sichel(size=20,k=5,mu=5,sigma=1,nu=1,n=30,p=0.5,alpha=0.02)

[Package orders version 0.1.8 Index]