dBiparetoPR {PosRatioDist} | R Documentation |
probability density function of quotient of Bivariate Pareto random variables conditioned to the positive quadrant.For more detailed information please read the first reference paper.
dBiparetoPR(x)
x |
vector of positive quantiles. |
Probability density function
f_R (r \mid X > 0, Y > 0) = (r + 1)^{-2}
For r > 0
,Nadarajah (2009) used this distribution to model the proportion of droughts defined as a quotient of drought durations and non-drought durations.
dBiparetoPR
gives the probability density function for quotient of Bivariate Pareto random variables conditioned to the positive quadrant.
Invalid arguments will return an error message.
Saralees Nadarajah & Yuancheng Si siyuanchengman@gmail.com
Yuancheng Si and Saralees Nadarajah and Xiaodong Song, (2020). On the distribution of quotient of random variables conditioned to the positive quadrant. Communications in Statistics - Theory and Methods, 49, pp2514-2528.
Mardia, K. V. (1962).Multivariate Pareto distributions.Annals of Mathematical Statistics, 33, 1008-1015.
Nadarajah, S. (2009) A bivariate Pareto model for drought.Stochastic Environmental Research and Risk Assessment, 23, pp811-822.
x <- seq(0.1,5,0.1)
y <- dBiparetoPR(x)
plot(x,y,type = 'l')