luceg4 {Risk}

Luce (1980)'s Fourth Risk Measure

Description

Computes the fourth risk measure due to Luce (1980)

Usage

luceg4(spec, a, b, aa, bb, ...)

Arguments

spec

a character string specifying the distribution (for example, "norm" corresponds to the standard normal)

aa

a positive valued parameter, see Chan and Nadarajah for details

bb

a positive valued parameter, see Chan and Nadarajah for details

a

the lower end point of the distribution specified by spec

b

the upper end point of the distribution specified by spec

...

other parameters

Value

A scalar, giving Luce (1980)'s fourth risk measure of the distribution specified by spec

Author(s)

Stephen Chan, Saralees Nadarajah

References

S. Chan and S. Nadarajah, Risk: An R package for risk measures, submitted

R. D. Luce, Several possible measures of risk, Theory and Decision, 12, 1980, 217-228 <DOI:10.1007/BF00135033>

Examples

luceg4("norm",-Inf, Inf, 1, 0)