tbeta: Density function of Truncated Beta Distribution

In casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

Density function of Truncated Beta Distribution

Description

Density function of Truncated Beta Distribution

Cumulative probability function of Truncated Beta Distribution

Quantile function of Truncated Beta Distribution max(0,min(claim,limit)-deductible)

Random generation of Truncated Beta Distribution max(0,min(claim,limit)-deductible)

Usage

dtbeta(x, shape1, shape2, ncp = 0, min = 0, max = 1)

ptbeta(q, shape1, shape2, ncp = 0, min = 0, max = 1)

qtbeta(p, shape1, shape2, ncp = 0, min = 0, max = 1)

rtbeta(n, shape1, shape2, ncp = 0, min = 0, max = 1)

Arguments

x	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
shape1	distribution parameter
shape2	distribution parameter
ncp	non-centrality parameter (Default: 0)
min	Left truncation deductible
max	Right truncation limit
q	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
p	Value of the probability
n	Number of samples

Examples

dtbeta(0.6,1,2)
ptbeta(0.5,1,2)
qtbeta(0.5,1,2)
rtbeta(100,1,2)

casact/cascsim documentation built on Nov. 12, 2022, 11:53 p.m.