ActuDistns (version 2.0)

qschabe: Schabe quantile function

Description

Computes the quantile function of the Schabe distribution

Usage

qschabe(x, u = 0.5, theta = 1, gamma = 0.5)

Arguments

x

scale or vector of values at which the integrated hazard rate function needs to be computed, must be positive and less than theta

u

scale or vector of positive values at which the integrated hazard rate function needs to be computed, must be of the same length as x

theta

the value of theta parameter, must be positive

gamma

the value of gamma parameter, must be between zero and one

Value

• An object of the same length as x, giving the hazard rate function values computed at x and u

References

S. Nadarajah, S. A. A. Bakar, Tabulations of survival models for actuarial use, submitted

Examples

x=runif(10,min=0,max=1)
y=qschabe(x)