order_sstudentt {orders}

Random Sampling of k-th Order Statistics from a Skew student t Distribution

Description

order_sstudentt is used to obtain a random sample of the k-th order statistic from a Skew student t distribution and some associated quantities of interest.

Usage

order_sstudentt(size, k, mu, sigma, nu, tau, 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

tau

numeric, represents kurtosis tau 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 a Skew student t Distribution.

...

represents others parameters of a Skew student t distribution.

Value

A list with a random sample of order statistics from a Skew student t 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 <[e-mail]>.

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.

Examples

library(orders)
# A sample of size 10 of the 3-th order statistics from a Skew student t Distribution
order_sstudentt(size=10,k=3,mu=0,sigma=1,nu=0,tau=2,n=30,p=0.5,alpha=0.02)