BetaMoments | R Documentation |
Raw moments and limited moments for the (central) Beta distribution
with parameters shape1
and shape2
.
mbeta(order, shape1, shape2)
levbeta(limit, shape1, shape2, order = 1)
order |
order of the moment. |
limit |
limit of the loss variable. |
shape1, shape2 |
positive parameters of the Beta distribution. |
The k
th raw moment of the random variable X
is
E[X^k]
and the k
th limited moment at some limit
d
is E[\min(X, d)^k]
, k > -\alpha
.
The noncentral beta distribution is not supported.
mbeta
gives the k
th raw moment and
levbeta
gives the k
th moment of the limited loss
variable.
Invalid arguments will result in return value NaN
, with a
warning.
Vincent Goulet vincent.goulet@act.ulaval.ca and Mathieu Pigeon
Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2012), Loss Models, From Data to Decisions, Fourth Edition, Wiley.
Beta
for details on the beta distribution and
functions [dpqr]beta
.
mbeta(2, 3, 4) - mbeta(1, 3, 4)^2
levbeta(10, 3, 4, order = 2)
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