Description Usage Arguments Details Value References Examples

Compute Kendall's tau under the Sankaran and Nair bivairate Pareto (SNBP) distribution (Sankaran and Nair, 1993) by numerical integration.

1 | ```
Kendall.SNBP(Alpha0, Alpha1, Alpha2, Gamma)
``` |

`Alpha0` |
Copula parameter |

`Alpha1` |
Positive scale parameter |

`Alpha2` |
Positive scale parameter |

`Gamma` |
Common positive shape parameter |

The admissible range of `Alpha0`

(*α_{0}*) is *0 ≤q α_{0} ≤q (γ+1) α_{1} α_{2}.*

`tau` |
Kendall's tau. |

Sankaran PG, Nair NU (1993), A bivariate Pareto model and its applications to reliability, Naval Research Logistics, 40(7): 1013-1020.

Shih J-H, Lee W, Sun L-H, Emura T (2018), Fitting competing risks data to bivariate Pareto models, Communications in Statistics - Theory and Methods, doi: 10.1080/03610926.2018.1425450.

1 2 | ```
library(Bivariate.Pareto)
Kendall.SNBP(7e-5,0.0036,0.0075,1.8277)
``` |

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