ActuDistns (version 3.0)

qkum: Kumaraswamy quantile function

Description

Computes the quantile function of the Kumaraswamy distribution

Usage

qkum(x, u = 0.5, a = 1, b = 1)

Arguments

x

scale or vector of values at which the integrated hazard rate function needs to be computed, values must be between zero and one

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

a

the value of a parameter, must be positive

b

the value of b 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=qkum(x)