| WeibullMoments {actuar} | R Documentation |
Raw and Limited Moments of the Weibull Distribution
Description
Raw moments and limited moments for the Weibull distribution with
parameters shape and scale.
Usage
mweibull(order, shape, scale = 1)
levweibull(limit, shape, scale = 1, order = 1)
Arguments
order |
order of the moment. |
limit |
limit of the loss variable. |
shape, scale |
shape and scale parameters, the latter defaulting to 1. |
Details
The kth raw moment of the random variable X is
E[X^k] and the kth limited moment at some limit
d is E[\min(X, d)^k], k >
-\tau.
Value
mweibull gives the kth raw moment and
levweibull gives the kth moment of the limited loss
variable.
Invalid arguments will result in return value NaN, with a warning.
Author(s)
Vincent Goulet vincent.goulet@act.ulaval.ca and Mathieu Pigeon
References
Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2012), Loss Models, From Data to Decisions, Fourth Edition, Wiley.
See Also
Weibull for details on the Weibull distribution and
functions [dpqr]weibull.
Examples
mweibull(2, 3, 4) - mweibull(1, 3, 4)^2
levweibull(10, 3, 4, order = 2)