pgfDbinomialbinomial: Function pgfDbinomialbinomial

In Compounding: Computing Continuous Distributions

Description

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

Usage

pgfDbinomialbinomial(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 Poisson-binomial distribution, such that params<-c(p1,p2,m,n), where theta is the positive number, p1, p2 are the probabilities, and m,n are the positive integers.

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,.9,5,7)
pgfDbinomialbinomial(.5,params)


## The function is currently defined as

pgfDbinomialbinomial <- 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)<4) 
    stop("At least one value in params is missing")
if (length(params)>4) 
    stop("The length of params is 4")
    p1<-params[1]
    p2<-params[2]
    m<-params[3]
    n<-params[4]
if ((p1>=1)|(p1<=0))
    stop ("Parameter p1 belongs to the interval (0,1)")
if ((p2>=1)|(p2<=0))
    stop ("Parameter p2 belongs to the interval (0,1)")
if (m<0)
    stop("Parameter m must be positive integer")
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")
    m*n*p1*p2*(1-p2+p2*s)^(n-1)*(1-p1+p1*(1-p2+p2*s)^n)^(m-1)
}

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