The Code for the Examples |
two_R.txt |
rm(list = ls()) |
#set.seed(99) |
n = 200 |
r = 195 |
af = 1 |
th = 2 |
z1 = runif(n,0,1) |
z2 = sort(((1-z1)^(-1/th)-1)^(1/af)) |
x = z2[1:r] |
xaf = log(1 + x^(af)) |
t = sum(xaf) + (n-r)xaf[r] |
b = 1 |
u = 3 |
v = 3 |
a = 1 |
yebs = 0 |
yebl = 0 |
p = 0 |
yebs11 = 0 |
yebl11 = 0 |
while (p < 5000) { |
k = runif(1,0,b) #EBS1 |
# k1 = runif(1,0,1) #EBS23 |
# k = b(1-sqrt(1-k1)) #EBS2 |
# k = bsqrt(k1) #EBS3 |
c = rbeta(1,u,v) |
m = n-r |
s = 1 |
ybs11 = 0 |
ybl11 = 0 |
q = 5000 |
y = rexp(q,a) |
while (s < m + 1) { |
ta = 1/beta(s,m-s + 1) |
rosg = ((-1)^c(0:(s-1)))/(beta(c(1:s),s + 1-c(1:s))s(m-s + c(1:s))) |
sg = m-s + c(1:s) |
ybs = t(((1 + log(1 + y^af)%o%sg/(k + t))^(-r-c))exp(ay))((ta/a)rosg) |
ybs1 = apply(ybs,2,sum) |
ybs11 = rbind(ybs11,ybs1) |
ybl = t((1 + log(1 + y^af)%o%sg/(k + t))^(-r-c))(tarosg) |
ybl1 = apply(ybl,2,sum) |
ybl11 = rbind(ybl11,ybl1) |
s = s + 1 |
} |
ybs111 = apply(ybs11,1,sum)/q |
ybl111 = apply(ybl11,1,sum)/q |
ybl111 = -log(1-ybl111)/a |
yebs = yebs+ybs111 |
yebs11 = cbind(yebs11,ybs111) |
yebl = yebl+ybl111 |
yebl11 = cbind(yebl11,ybl111) |
two_R.txt |
p = p + 1 |
} |
yebs1 = yebs/p |
yebl1 = yebl/p |
yebs11 = yebs11[,1:p + 1] |
yebl11 = yebl11[,1:p + 1] |
deta = 0.90 |
low = ceiling((1-deta)p/2) |
up = ceiling((1 + deta)p/2) |
yebs1low = apply(yebs11,1,sort)[low,] |
yebs1up = apply(yebs11,1,sort)[up,] |
yebl1low = apply(yebl11,1,sort)[low,] |
yebl1up = apply(yebl11,1,sort)[up,] |
s = 1 |
ta = 1/beta(s,m-s + 1) |
rosg = ((-1)^c(0:(s-1)))/(beta(c(1:s),s + 1-c(1:s))s(m-s + c(1:s))) |
sg = m-s + c(1:s) |
z3 = ybs111 [1] |
z4 = 1 |
while ((1-z4/z3)^2 > 10^(-16)){ |
f1 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c))tarosg) |
f2 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c-1)(z3^(af-1)/(1 + z3^af)))tarosgsg(r + c)af/(k + t) |
) |
z4 = z3 |
z3 = z3 + (f1-(1 + deta)/2)/f2 |
} |
ybslow1 = z3 |
z3 = ybs111 [2] |
z4 = 1 |
while ((1-z4/z3)^2 > 10^(-16)){ |
f1 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c))tarosg) |
f2 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c-1)(z3^(af-1)/(1 + z3^af)))tarosgsg(r + c)af/(k + t) |
) |
z4 = z3 |
z3 = z3 + (f1-(1-deta)/2)/f2 |
} |
ybsup1 = z3 |
s = 2 |
ta = 1/beta(s,m-s + 1) |
rosg = ((-1)^c(0:(s-1)))/(beta(c(1:s),s + 1-c(1:s))s(m-s + c(1:s))) |
sg = m-s + c(1:s) |
z3 = ybs111 [2] |
z4 = 1 |
while ((1-z4/z3)^2 > 10^(-16)){ |
f1 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c))tarosg) |
f2 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c-1)(z3^(af-1)/(1 + z3^af)))tarosgsg(r + c)af/(k + t) |
) |
z4 = z3 |
z3 = z3 + (f1-(1 + deta)/2)/f2 |
} |
ybslow2 = z3 |
z3 = ybs111 [3] |
two_R.txt |
z4 = 1 |
while ((1-z4/z3)^2 > 10^(-16)){ |
f1 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c))tarosg) |
f2 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c-1)(z3^(af-1)/(1 + z3^af)))tarosgsg(r + c)af/(k + t) |
) |
z4 = z3 |
z3 = z3 + (f1-(1-deta)/2)/f2 |
} |
ybsup2 = z3 |
s = 3 |
ta = 1/beta(s,m-s + 1) |
rosg = ((-1)^c(0:(s-1)))/(beta(c(1:s),s + 1-c(1:s))s(m-s + c(1:s))) |
sg = m-s + c(1:s) |
z3 = ybs111 [3] |
z4 = 1 |
while ((1-z4/z3)^2 > 10^(-16)){ |
f1 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c))tarosg) |
f2 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c-1)(z3^(af-1)/(1 + z3^af)))tarosgsg(r + c)af/(k + t) |
) |
z4 = z3 |
z3 = z3 + (f1-(1 + deta)/2)/f2 |
} |
ybslow3 = z3 |
z3 = ybs111 [4] |
z4 = 1 |
while ((1-z4/z3)^2 > 10^(-16)){ |
f1 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c))tarosg) |
f2 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c-1)(z3^(af-1)/(1 + z3^af)))tarosgsg(r + c)af/(k + t) |
) |
z4 = z3 |
z3 = z3 + (f1-(1-deta)/2)/f2 |
} |
ybsup3 = z3 |
s = 4 |
ta = 1/beta(s,m-s + 1) |
rosg = ((-1)^c(0:(s-1)))/(beta(c(1:s),s + 1-c(1:s))s(m-s + c(1:s))) |
sg = m-s + c(1:s) |
z3 = ybs111 [4] |
z4 = 1 |
while ((1-z4/z3)^2 > 10^(-16)){ |
f1 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c))tarosg) |
f2 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c-1)(z3^(af-1)/(1 + z3^af)))tarosgsg(r + c)af/(k + t) |
) |
z4 = z3 |
z3 = z3 + (f1-(1 + deta)/2)/f2 |
} |
ybslow4 = z3 |
z3 = ybs111 [5] |
z4 = 1 |
while ((1-z4/z3)^2 > 10^(-16)){ |
f1 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c))tarosg) |
f2 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c-1)(z3^(af-1)/(1 + z3^af)))tarosgsg(r + c)af/(k + t) |
) |
z4 = z3 |
z3 = z3 + (f1-(1-deta)/2)/f2 |
} |
ybsup4 = z3 |
s = 5 |
ta = 1/beta(s,m-s + 1) |
rosg = ((-1)^c(0:(s-1)))/(beta(c(1:s),s + 1-c(1:s))s(m-s + c(1:s))) |
sg = m-s + c(1:s) |
z3 = ybs111 [3] |
two_R.txt |
z4 = 1 |
while ((1-z4/z3)^2 > 10^(-16)){ |
f1 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c))tarosg) |
f2 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c-1)(z3^(af-1)/(1 + z3^af)))tarosgsg(r + c)af/(k + t) |
) |
z4 = z3 |
z3 = z3 + (f1-(1 + deta)/2)/f2 |
} |
ybslow5 = z3 |
z3 = ybs111 [6] |
z4 = 1 |
while ((1-z4/z3)^2 > 10^(-16)){ |
f1 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c))tarosg) |
f2 = sum(((1 + log(1 + z3^af)sg/(k + t))^(-r-c-1)(z3^(af-1)/(1 + z3^af)))tarosgsg(r + c)af/(k + t) |
) |
z4 = z3 |
z3 = z3 + (f1-(1-deta)/2)/f2 |
} |
ybsup5 = z3 |
x |
z2 |
ybs111[1:m + 1] |
ybslow1 |
ybsup1 |
ybslow2 |
ybsup2 |
ybslow3 |
ybsup3 |
ybslow4 |
ybsup4 |
ybslow5 |
ybsup5 |
ybl111[1:m + 1] |
yebs1[1:m + 1] |
yebs1low[1:m + 1] |
yebs1up[1:m + 1] |
yebl1[1:m + 1] |
yebl1low[1:m + 1] |
yebl1up[1:m + 1] |