pareto2.confint.rho.approx.upper

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

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

kappa

the derivative of the inverse of $\kappa$.

kappaInvDer

conf.level

the desired accuracy (convergence tolerance).

Computes the approximate (asymptotic) right-sided confidence interval for the $\rho$-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 $\kappa$.

CITAN is a library of functions useful in - but not
        limited to - quantitative research in the field of
        scientometrics. It also contains various methods for dealing
        with the Pareto-type II distribution.

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

Description

Usage

Arguments

Value

Details

References

See Also