conf.intv: Observed Fisher information based confidence interval of...
In bvpa: Bivariate Pareto Distribution

conf.intv

R Documentation

Observed Fisher information based confidence interval of Block-Basu Bivariate Pareto (BBBVPA) distribution

Description

Observed Fisher information based confidence interval of Bivariate BBBVPA distribution.

Usage

conf.intv(
  object,
  conf.lev = 0.95,
  tol = 1e-04,
  intv.m1 = c(0, 2),
  intv.m2 = c(0, 2)
)

Arguments

`object`	`"bbbvpa"` class object.
`conf.lev`	confidence level, `0.95` (default).
`tol`	convergence tolerance for confidence intervals, `0.0001` (default).
`intv.m1`	interval related to confidence interval of `\mu_1`, `c(0,2)` (default).
`intv.m2`	interval related to confidence interval of `\mu_1`, `c(0,2)` (default).

Value

A matrix of lower and upper confidence interval limits (in the first and second column respectively). The matrix rows are labeled by the parameter names (if any) and columns by the corresponding distribution quantiles.