ActuDistns (version 3.0)

iinvgauss: Inverse Gaussian integrated hazard rate function

Description

Computes the integrated hazard rate function of the inverse Gaussian distribution

Usage

iinvgauss(x, t = 1, alpha = 1, sigma = 1)

Arguments

x

scale or vector of positive values at which the integrated hazard rate function needs to be computed

t

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

alpha

the value of alpha parameter, must be positive

sigma

the value of sigma parameter, must be positive

Value

x, giving the hazard rate function values computed at x and t

References

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

Examples

y=iinvgauss(x)