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 th raw moment of the random variable
is
and the
th limited moment at some limit
is
,
.
Value
mweibull
gives the th raw moment and
levweibull
gives the th 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)
[Package actuar version 3.3-4 Index]