ActuDistns (version 3.0)

qnormal: Normal quantile function

Description

Computes the quantile function of the normal distribution

Usage

qnormal(x, u = 0.5, alpha = 1, sigma = 1)

Arguments

x

scale or vector of any real 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, can be any real

sigma

the value of sigma 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=qnormal(x)