SN.Pareto: Generate samples from the SNBP distribution

In Bivariate.Pareto: Bivariate Pareto Models

Description

Generate samples from the Sankaran and Nair bivairate Pareto (SNBP) distribution (Sankaran and Nair, 1993).

Usage

SN.Pareto(n, Alpha0, Alpha1, Alpha2, Gamma)

Arguments

n	Sample size.
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

X	X is asscoiated with the parameters Alpha1 and Gamma.
Y	Y is asscoiated with the parameters Alpha2 and Gamma.

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 (2019), Fitting competing risks data to bivariate Pareto models, Communications in Statistics - Theory and Methods, 48:1193-1220.

Examples

library(Bivariate.Pareto)
SN.Pareto(5,2,1,1,1)

Example output

Loading required package: compound.Cox
Loading required package: numDeriv
Loading required package: survival
               X           Y
[1,]   0.6376290   1.1623969
[2,] 466.1576224   0.3207870
[3,]   0.2848648 105.7719609
[4,]   1.3811944   0.8819383
[5,]  23.6265641  12.2546512

Bivariate.Pareto documentation built on Dec. 11, 2019, 5:06 p.m.