orders (version 0.1.8)

order_gammag2: Random Sampling of k-th Order Statistics from a Gamma G II Distribution

Description

order_gammag2 is used to obtain a random sample of the k-th order statistic from a Gamma G II Distribution and some associated quantities of interest.

Usage

order_gammag2(size, spec, a, k, n, p = 0.5, alpha = 0.05, ...)

Value

A list with a random sample of order statistics from a Gamma G II Distribution, the value of its join probability density function evaluated in the random sample and and an approximate (1 - alpha) confidence interval for the population percentile p of the distribution of the k-th order statistic.

Arguments

size

numeric, represents the size of the sample.

spec

character, represents an specific G distribution. Possible values "norm", "exp","lnorm","chisq".

a

numeric, represents the first shape parameter. Default value is 1.

k

numeric, represents the K-th smallest value from a sample.

n

numeric, represents the size of the sample to compute the order statistic from.

p

numeric, represents the 100p percentile for the distribution of the K-th order statistic. Default value is population median, p = 0.5.

alpha

numeric, (1 - alpha) represents the confidence of an interval for the population median of the distribution of the k-th order statistic. Default value is 0.05.

...

represents others parameters of the G distribution.

Author

Carlos Alberto Cardozo Delgado <[e-mail]>.

References

Gentle, J, Computational Statistics, First Edition. Springer - Verlag, 2009.

Naradajah, S. and Rocha, R. (2016) Newdistns: An R Package for New Families of Distributions, Journal of Statistical Software.

Examples

library(orders)
# A sample of size 10 of the 3-th order statistics from a Gamma Exponential II Distribution
order_gammag2(10,"exp",1,k=3,n=50,p=0.5,alpha=0.02)
# A sample of size 10 of the 3-th order statistics from a Gamma Normal II Distribution
order_gammag2(10,"norm",1,k=3,n=50,p=0.5)
# A sample of size 10 of the 3-th order statistics from a Gamma Log-normal II Distribution
order_gammag2(10,"lnorm",1,k=3,n=50,p=0.5)
# A sample of size 10 of the 3-th order statistics from a Gamma Chi-square II Distribution
order_gammag2(10,"chisq",1,k=3,n=50,p=0.5,df=3)