ActuDistns (version 3.0)

qchen: Chen quantile function

Description

Computes the quantile function of the Chen distribution

Usage

qchen(x, u = 0.5, beta = 1, lambda = 1)

Arguments

x

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

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

beta

the value of beta parameter, must be positive

lambda

the value of lambda parameter, must be positive

Value

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

y=qchen(x)