bs: Compute the distributional properties of the...

In dprop: Computation of Some Important Distributional Properties

Compute the distributional properties of the Birnbaum-Saunders distribution

Description

Compute the first four ordinary moments, central moments, mean, variance, Pearson's coefficient of skewness, kurtosis, coefficient of variation, median and quartile deviation based on the selected parametric values of the Birnbaum-Saunders distribution.

Usage

d_bs(v)

Arguments

v	The strictly positive scale parameter of the Birnbaum-Saunders distribution (v > 0).

Details

The following is the probability density function of the Birnbaum-Saunders distribution:

f(x)=\frac{x^{0.5}+x^{-0.5}}{2vx}\phi\left(\frac{x^{0.5}-x^{-0.5}}{v}\right),

where x > 0 and v > 0.

Value

d_bs gives the first four ordinary moments, central moments, mean, variance, Pearson's coefficient of skewness, kurtosis, coefficient of variation, median and quartile deviation based on the selected parametric values of the Birnbaum-Saunders distribution.

Author(s)

Muhammad Imran.

R implementation and documentation: Muhammad Imran [e-mail].

References

Chan, S., Nadarajah, S., & Afuecheta, E. (2016). An R package for value at risk and expected shortfall. Communications in Statistics Simulation and Computation, 45(9), 3416-3434.

See Also

d_normal

Examples

d_bs(5)

dprop documentation built on July 9, 2023, 6:40 p.m.