param.boot3: Parametric bootstrap confidence intervals of parameters of...

In bvpa: Bivariate Pareto Distribution

Parametric bootstrap confidence intervals of parameters of 3-parameter Block-Basu Bivariate Pareto (BBBVPA) distribution

Description

Parametric bootstrap confidence interval of parameters of 3-parameter BBBVPA distribution.

Usage

param.boot3(
  data,
  a0.int,
  a1.int,
  a2.int,
  conf.lev = 0.95,
  no.paboot = 100,
  ...
)

Arguments

data	bivariate observations.
a0.int	initial choice of \alpha_0.
a1.int	initial choice of \alpha_1.
a2.int	initial choice of \alpha_2.
conf.lev	confidence level, defult 0.95.
no.paboot	number of bootstrap samples, 100 (default).
...	further arguments to pass to estimates3.

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.

Author(s)

Biplab Paul <[e-mail]> and Arabin Kumar Dey <[e-mail]>

Examples

dat <- rbb.bvpa(500, 0, 0, 1.0, 1.0, 2.0, 0.4, 0.5)
param.boot3(dat, 2.4, 0.3, 0.6)

bvpa documentation built on Aug. 8, 2023, 5:11 p.m.