order: Distributions of Order Statistics

In evd: Functions for Extreme Value Distributions

Distributions of Order Statistics

Description

Density function, distribution function and random generation for a selected order statistic of a given number of independent variables from a specified distribution.

Usage

dorder(x, densfun, distnfun, ..., distn, mlen = 1, j = 1,
      largest = TRUE, log = FALSE)
porder(q, distnfun, ..., distn, mlen = 1, j = 1, largest = TRUE,
      lower.tail = TRUE)  
rorder(n, quantfun, ..., distn, mlen = 1, j = 1, largest = TRUE) 

Arguments

x, q	Vector of quantiles.
n	Number of observations.
densfun, distnfun, quantfun	Density, distribution and quantile function of the specified distribution. The density function must have a log argument (a simple wrapper can always be constructed to achieve this).
...	Parameters of the specified distribution.
distn	A character string, optionally specified as an alternative to densfun, distnfun and quantfun such that the density, distribution and quantile functions are formed upon the addition of the prefixes d, p and q respectively.
mlen	The number of independent variables.
j	The order statistic, taken as the jth largest (default) or smallest of mlen, according to the value of largest.
largest	Logical; if TRUE (default) use the jth largest order statistic, otherwise use the jth smallest.
log	Logical; if TRUE, the log density is returned.
lower.tail	Logical; if TRUE (default) probabilities are P[X <= x], otherwise P[X > x].

Value

dorder gives the density function, porder gives the distribution function and qorder gives the quantile function of a selected order statistic from a sample of size mlen, from a specified distibution. rorder generates random deviates.

See Also

rextreme, rgev

Examples

dorder(2:4, dnorm, pnorm, mean = 0.5, sd = 1.2, mlen = 5, j = 2)
dorder(2:4, distn = "norm", mean = 0.5, sd = 1.2, mlen = 5, j = 2)
dorder(2:4, distn = "exp", mlen = 2, j = 2)
porder(2:4, distn = "exp", rate = 1.2, mlen = 2, j = 2)
rorder(5, qgamma, shape = 1, mlen = 10, j = 2)

evd documentation built on Sept. 21, 2024, 9:06 a.m.