pgfDbinomial: Function pgfDbinomial

In Compounding: Computing Continuous Distributions

Description

This function calculates value of the pgf's first derivative of the binomial distribution.

Usage

pgfDbinomial(s, params)

Arguments

s	Value of the parameter of the pgf. It should be from interval [-1,1]. In the opposite pgf diverges.
params	List of the parameters of the binomial distribution, such that params<-c(n,theta), where n is size and theta is probability.

Value

[1] 0.59895

Author(s)

S. Nadarajah, B. V. Popovic, M. M. Ristic

References

Johnson N, Kotz S, Kemp A (1992) Univariate Discrete Distributions, John Wiley and Sons, New York

http://www.am.qub.ac.uk/users/g.gribakin/sor/Chap3.pdf

Examples

params<-c(4,.9)
pgfDbinomial(.5,params)


## The function is currently defined as

pgfDbinomial <- function(s,params) {
k<-s[abs(s)>1]
if (length(k)>0)
     warning("At least one element of the vector s are out of interval [-1,1]")
if (length(params)<2) 
     stop("At least one value in params is missing")
if (length(params)>2) 
     stop("The length of params is 2")
       n<-params[1]
       theta<-params[2]
if ((theta>=1)|(theta<=0))
     stop ("Parameter theta belongs to the interval (0,1)")
if (n<0)
     stop("Parameter n must be positive")
 if(!(abs(n-round(n))<.Machine$double.eps^0.5))
stop("Parameter n must be positive integer")
    n*theta*(1-theta+theta*s)^(n-1)
}

Compounding documentation built on May 2, 2019, 1:04 p.m.