Message-ID: <439D83A0.8010504@statistik.uni-dortmund.de>
Date: 2005-12-12T14:05:20Z
From: Christian Kleiber
Subject: Quantile function for the generalized beta distribution of the 2nd kind (Florent Bresson)
No need for integrate(), uniroot(), etc
Exploit the structure of the distribution using something like
quantile <- scale * ( 1/qbeta(p, shape1=p, shape2=q) - 1 )^(-1/a)
where the parameterization is as in
C. Kleiber and S. Kotz: Statistical Size Distributions in Economics and
Actuarial Sciences, Wiley 2003
(you seem to know the book)
or contact me off-list, I have code for this.
Best,
CK
--
____________________________________________
Dr. Christian Kleiber
FB Statistik
Universitaet Dortmund
Vogelpothsweg 78
44221 Dortmund
Germany
phone. ++49-(0)231-755 5419
fax. ++49-(0)231-755 5284
e-mail: kleiber at statistik.uni-dortmund.de