order_gammag2: Random Sampling of k-th Order Statistics from a Gamma G II...

In orders: Sampling from k-th Order Statistics of New Families of Distributions

Random Sampling of k-th Order Statistics from a Gamma G II Distribution

Description

order_gammag2 is used to obtain a random sample of the k-th order statistic from a Gamma G II Distribution and some associated quantities of interest.

Usage

order_gammag2(size, spec, a, k, n, p = 0.5, alpha = 0.05, ...)

Arguments

size	numeric, represents the size of the sample.
spec	character, represents an specific G distribution. Possible values "norm", "exp","lnorm","chisq".
a	numeric, represents the first shape parameter. Default value is 1.
k	numeric, represents the K-th smallest value from a sample.
n	numeric, represents the size of the sample to compute the order statistic from.
p	numeric, represents the 100p percentile for the distribution of the K-th order statistic. Default value is population median, p = 0.5.
alpha	numeric, (1 - alpha) represents the confidence of an interval for the population median of the distribution of the k-th order statistic. Default value is 0.05.
...	represents others parameters of the G distribution.

Value

A list with a random sample of order statistics from a Gamma G II Distribution, the value of its join probability density function evaluated in the random sample and and an approximate (1 - alpha) confidence interval for the population percentile p of the distribution of the k-th order statistic.

Author(s)

Carlos Alberto Cardozo Delgado <[e-mail]>.

References

Gentle, J, Computational Statistics, First Edition. Springer - Verlag, 2009.

Naradajah, S. and Rocha, R. (2016) Newdistns: An R Package for New Families of Distributions, Journal of Statistical Software.

Examples

library(orders)
# A sample of size 10 of the 3-th order statistics from a Gamma Exponential II Distribution
order_gammag2(10,"exp",1,k=3,n=50,p=0.5,alpha=0.02)
# A sample of size 10 of the 3-th order statistics from a Gamma Normal II Distribution
order_gammag2(10,"norm",1,k=3,n=50,p=0.5)
# A sample of size 10 of the 3-th order statistics from a Gamma Log-normal II Distribution
order_gammag2(10,"lnorm",1,k=3,n=50,p=0.5)
# A sample of size 10 of the 3-th order statistics from a Gamma Chi-square II Distribution
order_gammag2(10,"chisq",1,k=3,n=50,p=0.5,df=3)

orders documentation built on Nov. 14, 2023, 9:07 a.m.