asymptotic_eep

This function computes the test statistic and the p-value of Wald's test for the exponent parameter in EEP model.

Contains the framework of the estimation, sampling, and hypotheses testing for two special distributions (Exponentiated Exponential-Pareto and Exponentiated Inverse Gamma-Pareto) within the family of Generalized Exponentiated Composite distributions. The detailed explanation and the applications of these two distributions were introduced in Bowen Liu, Malwane M.A. Ananda (2022) <doi:10.1080/03610926.2022.2050399>, Bowen Liu, Malwane M.A. Ananda (2022) <doi:10.3390/math10111895>, and Bowen Liu, Malwane M.A. Ananda (2022) <doi:10.3390/app13010645>.

Bowen Liu

Generalized Exponentiated Composite Distributions

Malwane M.A. Ananda

Dwaipayan Mukhopadhyay

asymptotic_eep function

<dl><dt>data</dt>
<dd>Observations.</dd>
<dt>eta0</dt>
<dd>To test if the exponent equals 1, the default for eta0 is et to be 1.</dd>
<dt>theta1</dt>
<dd>The unrestricted MLE of theta.</dd>
<dt>eta1</dt>
<dd>The unrestricted MLE of eta.</dd></dl>

Arguments

Asymptotic Wald's test for testing the exponent in a EEP model. — asymptotic_eep

<dl>

<dt>data</dt>
<dd>Observations.</dd>


<dt>eta0</dt>
<dd>To test if the exponent equals 1, the default for eta0 is et to be 1.</dd>


<dt>theta1</dt>
<dd>The unrestricted MLE of theta.</dd>


<dt>eta1</dt>
<dd>The unrestricted MLE of eta.</dd>

</dl>

asymptotic_eep: Asymptotic Wald's test for testing the exponent in a EEP model.

Description

Usage

Value

Arguments

Details

Examples