pareto2.confint.rho.lower: Left-sided exact confidence interval for the kappa-index
Description
Computes the exact left-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 $s>0$.
The confidence interval bases on the observed value
of S-statistic w.r.t. to the given control function $\kappa$.
Usage
pareto2.confint.rho.lower(v, kappa, 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.
s
scale parameter, $s>0$.
n
sample size.
conf.level
confidence level; defaults 0.95.
Value
Lower 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.