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#' @title Variance of CUB models without covariates
#' @description Compute the variance of a CUB model without covariates.
#' @aliases varcub00
#' @usage varcub00(m,pai,csi)
#' @param m Number of ordinal categories
#' @param pai Uncertainty parameter
#' @param csi Feeling parameter
#' @export varcub00
#' @seealso \code{\link{expcub00}}, \code{\link{probcub00}}
#' @references
#' Piccolo D. (2003). On the moments of a mixture of uniform and shifted binomial random variables.
#' \emph{Quaderni di Statistica}, \bold{5}, 85--104
#' @keywords distribution
#' @examples
#' m<-9
#' pai<-0.6
#' csi<-0.5
#' varcub<-varcub00(m,pai,csi)
varcub00 <-function(m,pai,csi){
(m-1)*(pai*csi*(1-csi)+(1-pai)*(((m+1)/12) + pai*(m-1)*(csi-1/2)^2 ))
}
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