Dagum distribution

Format: Dagum(a, b, p)

The Dagum distribution is often encountered in the actuarial literature or the income distribution literature. The distribution was originally derived by Camillo Dagum, when he investigated the income elasticity of the cdf of income.

a and p are shape parameters and b is a scale parameter.


The Dagum distribution has sometimes been used for fitting to aggregate fire losses.


The Dagum distribution is also called the Inverse Burr distribution or the Kappa distribution. When a = p, the distribution is also called the Inverse Paralogistic distribution.

ModelRisk functions added to Microsoft Excel for the Dagum distribution

VoseDagum generates random values from this distribution for Monte Carlo simulation, or calculates a percentile if used with a U parameter.

VoseDagumObject constructs a distribution object for this distribution.

VoseDagumProb returns the probability density or cumulative distribution function for this distribution.

VoseDagumProb10 returns the log10 of the probability density or cumulative distribution function.  

VoseDagumFit generates values from this distribution fitted to data, or calculates a percentile from the fitted distribution.

VoseDagumFitObject constructs a distribution object of this distribution fitted to data.

VoseDagumFitP returns the parameters of this distribution fitted to data.


Dagum distribution equations




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