ActuDistns (version 3.0)

qgpw: Generalized power Weibull quantile function

Description

Computes the quantile function of the generalized power Weibull distribution

Usage

qgpw(x, u = 0.5, alpha = 1, theta = 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

alpha

the value of alpha parameter, must be positive

theta

the value of theta 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=qgpw(x)