km.GB2 {acid}

k-th Moment of the Generalised Beta Distribution of Second Kind

Description

Calculates the k-th moment of the Generalised Beta Distribution of Second Kind.

Usage

km.GB2(b, a, p, q, k)

Arguments

b

the parameter b of the Dagum distribution as defined by Kleiber and Kotz (2003).

a

the parameter a of the Dagum distribution as defined by Kleiber and Kotz (2003).

p

the parameter p of the Dagum distribution as defined by Kleiber and Kotz (2003).

q

the parameter q of the Dagum distribution as defined by Kleiber and Kotz (2003).

k

order of the moment desired.

Value

returns the k-th moment.

Author(s)

Alexander Sohn

References

Kleiber, C. and Kotz, S. (2003): Statistical Size Distributions in Economics and Actuarial Sciences, Wiley, Hoboken.

Examples

a.test<- 4
b.test<- 20000
p.test<- 0.7
q.test<- 1
alpha.test<-1
GB2sample<-rGB2(10000,b.test,a.test,p.test,q.test)
km.GB2(b.test,a.test,p.test,q.test,k=1)
mean(GB2sample)