Estimation of p

Description

The estimatep function estimates the shape parameter p from a vector of observations.

Usage

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estimatep(x, mu, p=2, method=c("inverse","direct"))

Arguments

x

Vector of observations.

mu

An estimate of the location parameter.

p

Starting value of the shape parameter.

method

Method used to estimate p from a sample.

Details

The used algorithm is based on a method proposed by A.M. Mineo (1994), which uses a particular index of kurtosis, called VI

VI=[(G(1/p) G(3/p))^{1/2}]/G(2/p).

With method the user can choice between an inverse interpolation (faster) or a direct solution of the equation

(Estimate o VI)=[(G(1/p) G(3/p))^{1/2}]/G(2/p).

Value

An estimate of p from a sample of observations.

Author(s)

Angelo M. Mineo

References

Mineo, A.M. (1994) Un nuovo metodo di stima di p per una corretta valutazione dei parametri di intensita e di scala di una curva normale di ordine p, Atti della XXXVII Riunione Scientifica della Societa Italiana di Statistica, San Remo, Vol. 2, pp. 147-154.

Examples

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x<-rnormp(300,mu=1,sigmap=2,p=4)
p<-estimatep(x,mu=1,p=2)
p