ActuDistns (version 3.0)

qschabe: Schabe quantile function

Description

Computes the quantile function of the Schabe distribution

Usage

qschabe(x, u = 0.5, theta = 1, gamma = 0.5)

Arguments

x

scale or vector of values at which the integrated hazard rate function needs to be computed, must be positive and less than theta

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

theta

the value of theta parameter, must be positive

gamma

the value of gamma parameter, must be between zero and one

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=qschabe(x)