pnormexp: Cumulative Distribution Function of a Gaussian Variable Plus...

In BuyseTest: Generalized Pairwise Comparisons

Cumulative Distribution Function of a Gaussian Variable Plus an Exponential Variable

Description

Cumulative Distribution Function of a Gaussian Variable Plus an Exponential Variable

Usage

pnormexp(q, rate, rho)

Examples

## Not run: 
n <- 1e6

## rho > 0
mean(rnorm(n) + 1.5 * rexp(n, rate = 2) <= 0.1)
pnormexp(0.1, rate = 2, rho = 1.5)
mean(rnorm(n) + 1.5 * rexp(n, rate = 2) <= 0.9)
pnormexp(0.9, rate = 2, rho = 1.5)

## rho < 0
mean(rnorm(n) - 1.5 * rexp(n, rate = 2) <= 0.1)
pnormexp(0.1, rate = 2, rho = -1.5)
mean(rnorm(n) - 1.5 * rexp(n, rate = 2) <= 0.9)
pnormexp(0.9, rate = 2, rho = -1.5)

## End(Not run)

BuyseTest documentation built on March 31, 2023, 6:55 p.m.