bvpa (version 1.0.0)

param.boot: Parametric bootstrap confidence intervals of parameters of Block-Basu Bivariate Pareto (BBBVPA) distribution

Description

Parametric bootstrap confidence interval of parameters of BBBVPA distribution.

Usage

param.boot(
  data,
  s1.int,
  s2.int,
  a0.int,
  a1.int,
  a2.int,
  conf.lev = 0.95,
  intv.m1 = c(0, 2),
  intv.m2 = c(0, 2),
  no.paboot = 100,
  tol = 1e-04,
  ...
)

Value

A matrix of lower and upper confidence interval limits (in the first and second column respectively). The matrix rows are labeled by the parameter names (if any) and columns by the corresponding distribution quantiles.

Arguments

data

bivariate observations.

s1.int

initial choice of \(\sigma_1\).

s2.int

initial choice of \(\sigma_2\).

a0.int

initial choice of \(\alpha_0\).

a1.int

initial choice of \(\alpha_1\).

a2.int

initial choice of \(\alpha_2\).

conf.lev

confidence level, defult \(0.95\).

intv.m1

interval related to confidence interval of \(\mu_1\), c(0,2) (default).

intv.m2

interval related to confidence interval of \(\mu_1\), c(0,2) (default).

no.paboot

number of bootstrap samples, 100 (default).

tol

convergence tolerance for confidence interval of \(\mu_1\). and \(\mu_2\), 0.0001 (default).

...

further arguments to pass to estimates.

Author

Biplab Paul <[e-mail]> and Arabin Kumar Dey <[e-mail]>

Examples

# see the example of estimation