Kendall.SNBP: Kendall's tau under the SNBP distribution

Description Usage Arguments Details Value References Examples

View source: R/Kendall.SNBP.R

Description

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

Usage

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Kendall.SNBP(Alpha0, Alpha1, Alpha2, Gamma)

Arguments

Alpha0

Copula parameter α_{0} with restricted range.

Alpha1

Positive scale parameter α_{1} for the Pareto margin.

Alpha2

Positive scale parameter α_{2} for the Pareto margin.

Gamma

Common positive shape parameter γ for the Pareto margins.

Details

The admissible range of Alpha0 (α_{0}) is 0 ≤q α_{0} ≤q (γ+1) α_{1} α_{2}.

Value

tau

Kendall's tau.

References

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.

Examples

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

Bivariate.Pareto documentation built on April 2, 2018, 5:03 p.m.