pareto2.confint.rho.lower: Left-sided exact confidence interval for the rho-index
Description
Computes the exact left-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 $\kappa$.
Usage
pareto2.confint.rho.lower(v, kappa, s, n, conf.level=0.95, tol=1e-12)
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.
tol
the desired accuracy (convergence tolerance).
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.