CITAN (version 2011.02-1)

pareto2.confint.rho.approx.upper: Right-sided approximate confidence interval for the kappa-index

Description

Computes the approximate (asymptotic) right-sided confidence interval for the kappa-index of a probability distribution in an $(X_1,\dots,X_n)$ i.i.d. Pareto-type II model with known scale parameter $s\ge 1$. The confidence interval bases on the observed value of S-statistic w.r.t. to the given control function $\kappa$.

Usage

pareto2.confint.rho.approx.upper(v, kappa, kappaInvDer, s, n,
    conf.level=0.95)

Arguments

v

observed value of the S-statistic w.r.t. $\kappa$.

kappa

an increasing function, $\kappa$, a so-called control function.

kappaInvDer

the derivative of the inverse of $\kappa$.

s

scale parameter, $s\ge 1$.

n

sample size.

conf.level

confidence level; defaults 0.95.

Value

• Upper bound of the confidence interval.

Details

For more information see man page on rho.get, Sstat and the paper (Gagolewski, Grzegorzewski, 2010).

References

Gagolewski M., Grzegorzewski P., S-Statistics and Their Basic Properties, In: Borgelt C. et al (Eds.), Combining Soft Computing and Statistical Methods in Data Analysis, Springer-Verlag, 2010, 281-288.

See Also

ppareto2, pareto2.confint.rho, Sstat, pareto2.confint.rho.approx.lower, pareto2.confint.rho.approx, rho.get