Am Dienstag, 3. Januar 2012, 19:51:36 schrieb Prof. Dr. Matthias Kohl:
> D <- AbscontDistribution(d = function(x) dbeta(x, 2, 6) + dbeta(x,6,2), 
> low = 0, up = 1, withStand = TRUE)

Dear all,

thank you all again for your help. 

So, summing up, (in case this might be useful to other beginners - like me) 
this is how it can be done:

############################
library(distr)

dcustom <- function(x) {
  (dbeta(x,2,6) + dbeta(x,6,2))/2        # I need to divide by 2 to get 1 as
                                                                 # result of 
integration;
}

pcustom <- function(x) {
  integrate(dmyspeaker,0,x)$value 
}

D <- AbscontDistribution(d = dcustom, low = 0, up = 1, withStand = TRUE)

qcustom <- function(x){
  q(D)(x)
}
############################

Best, 

Gerhard

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