Apwm2BpwmRC: Conversion between A- and B-Type Probability-Weighted Moments...

In wasquith/lmomco: L-Moments, Censored L-Moments, Trimmed L-Moments, L-Comoments, and Many Distributions

Conversion between A- and B-Type Probability-Weighted Moments for Right-Tail Censoring of an Appropriate Distribution

Description

This function converts “A”-type probability-weighted moments (PWMs, \beta^A_r) to the “B”-type \beta^B_r. The \beta^A_r are the ordinary PWMs for the m left noncensored or observed values. The \beta^B_r are more complex and use the m observed values and the m-n right-tailed censored values for which the censoring threshold is known. The “A”- and “B”-type PWMs are described in the documentation for pwmRC.

This function uses the defined relation between to two PWM types when the \beta^A_r are known along with the parameters (para) of a right-tail censored distribution inclusive of the censoring fraction \zeta=m/n. The value \zeta is the right-tail censor fraction or the probability \mathrm{Pr}\lbrace \rbrace that x is less than the quantile at \zeta nonexceedance probability (\mathrm{Pr}\lbrace x < X(\zeta) \rbrace). The relation is

\beta^B_{r-1} = r^{-1}\lbrace\zeta^r r \beta^A_{r-1} + (1-\zeta^r)X(\zeta)\rbrace \mbox{,}

where 1 \le r \le n and n is the number of moments, and X(\zeta) is the value of the quantile function at nonexceedance probability \zeta. Finally, the RC in the function name is to denote Right-tail Censoring.

Usage

Apwm2BpwmRC(Apwm,para)

Arguments

Apwm	A vector of A-type PWMs: \beta^A_r.
para	The parameters of the distribution from a function such as pargpaRC in which the \beta^A_r are contained in a list element titled betas and the right-tail censoring fraction \zeta is contained in an element titled zeta.

Value

An R list is returned.

Author(s)

W.H. Asquith

References

Hosking, J.R.M., 1995, The use of L-moments in the analysis of censored data, in Recent Advances in Life-Testing and Reliability, edited by N. Balakrishnan, chapter 29, CRC Press, Boca Raton, Fla., pp. 546–560.

See Also

Bpwm2ApwmRC, pwmRC

Examples

# Data listed in Hosking (1995, table 29.2, p. 551)
H <- c(3,4,5,6,6,7,8,8,9,9,9,10,10,11,11,11,13,13,13,13,13,
             17,19,19,25,29,33,42,42,51.9999,52,52,52)
      # 51.9999 was really 52, a real (noncensored) data point.
z <-  pwmRC(H,52)
# The B-type PMWs are used for the parameter estimation of the
# Reverse Gumbel distribution. The parameter estimator requires
# conversion of the PWMs to L-moments by pwm2lmom().
para <- parrevgum(pwm2lmom(z$Bbetas),z$zeta) # parameter object
Bbetas <- Apwm2BpwmRC(z$Abetas,para)
Abetas <- Bpwm2ApwmRC(Bbetas$betas,para)
# Assertion that both of the vectors of B-type PWMs should be the same.
str(Abetas)   # A-type PWMs of the distribution
str(z$Abetas) # A-type PWMs of the original data

wasquith/lmomco documentation built on Nov. 13, 2024, 4:53 p.m.