estimatep              package:normalp              R Documentation

_E_s_t_i_m_a_t_i_o_n _o_f _p

_D_e_s_c_r_i_p_t_i_o_n:

     The 'estimatep' function estimates the shape parameter p from a
     vector of observations.

_U_s_a_g_e:

     estimatep(x, mu, p=2, method=c("inverse","direct"))

_A_r_g_u_m_e_n_t_s:

       x: Vector of observations.

      mu: An estimate of the location parameter.

       p: Starting value of the shape parameter.

  method: Method used to estimate p from a sample.

_D_e_t_a_i_l_s:

     The used algorithm is based on a method proposed by A.M. Mineo
     (1994), which uses a particular index of kurtosis, called VI


                  VI=[(G(1/p) G(3/p))^{1/2}]/G(2/p).


     With 'method' the user can choice between an inverse interpolation
     (faster) or a direct solution of the equation


           (Estimate o VI)=[(G(1/p) G(3/p))^{1/2}]/G(2/p).

_V_a_l_u_e:

     An estimate of p from a sample of observations.

_A_u_t_h_o_r(_s):

     Angelo M. Mineo

_R_e_f_e_r_e_n_c_e_s:

     Mineo, A.M. (1994) _Un nuovo metodo di stima di p per una corretta
     valutazione dei parametri di intensit\`a e di scala di una curva
     normale di ordine p_,  Atti della XXXVII Riunione Scientifica
     della Societ Italiana di Statistica, San Remo, Vol. 2, pp.
     147-154.

_E_x_a_m_p_l_e_s:

     x<-rnormp(300,mu=1,sigmap=2,p=4)
     p<-estimatep(x,mu=1,p=2)
     p

