acid (version 1.1)

sd.GB2: Standard Deviation of the Generalised Beta Distribution of Second Kind

Description

This function calculates the standard deviation of the Generalised Beta Distribution of Second Kind.

Usage

sd.GB2(b, a, p, q)

Arguments

b

the parameter b of the Dagum distribution as defined by Kleiber and Kotz (2003).

a

the parameter a of the Dagum distribution as defined by Kleiber and Kotz (2003).

p

the parameter p of the Dagum distribution as defined by Kleiber and Kotz (2003).

q

the parameter q of the Dagum distribution as defined by Kleiber and Kotz (2003).

Value

• returns the standard deviation.

References

Kleiber, C. and Kotz, S. (2003): Statistical Size Distributions in Economics and Actuarial Sciences, Wiley, Hoboken.

Examples

a.test<- 4
b.test<- 20000
p.test<- 0.7
q.test<- 1
alpha.test<-1
GB2sample<-rGB2(10000,b.test,a.test,p.test,q.test)
sd.GB2(b.test,a.test,p.test,q.test)
sd(GB2sample)