Raw and Limited Moments of the Weibull Distribution
Raw moments and limited moments for the Weibull distribution with
parameters shape and scale.
mweibull(order, shape, scale = 1) levweibull(limit, shape, scale = 1, order = 1)
order |
order of the moment. |
limit |
limit of the loss variable. |
shape, scale |
shape and scale parameters, the latter defaulting to 1. |
The kth raw moment of the random variable X is E[X^k] and the kth limited moment at some limit d is E[min(X, d)^k], k > -shape.
mweibull gives the kth raw moment and
levweibull gives the kth 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.
Weibull for details on the Weibull distribution and
functions [dpqr]weibull.
mweibull(2, 3, 4) - mweibull(1, 3, 4)^2 levweibull(10, 3, 4, order = 2)
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