sd.GB2: Standard Deviation of the Generalised Beta Distribution of...

In acid: Analysing Conditional Income Distributions

Description

This function calculates the standard deviation of the Generalised Beta Distribution of Second Kind.

Usage

sd.GB2(b, a, p, q)

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).

Value

returns the standard deviation.

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)
sd.GB2(b.test,a.test,p.test,q.test)
sd(GB2sample)

acid documentation built on May 1, 2019, 10:14 p.m.