Norm: Normal Distribution

Description Usage Arguments Details Value Note Examples

Description

Normal distribution

Usage

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expValNorm(mean, sd)

varNorm(mean, sd)

expValLimNorm(d, mean = 0, sd = 1)

expValTruncNorm(d, mean = 0, sd = 1, less.than.d = TRUE)

stopLossNorm(d, mean = 0, sd = 1)

meanExcessNorm(d, mean = 0, sd = 1)

VatRNorm(kap, mean = 0, sd = 1)

TVatRNorm(kap, mean = 0, sd = 1)

mgfNorm(t, mean = 0, sd = 1)

Arguments

mean

mean (location) parameter mu.

sd

standard deviation sigma, must be positive.

d

cut-off value.

less.than.d

logical; if TRUE (default) truncated mean for values <= d, otherwise, for values > d.

kap

probability.

t

t.

Details

The Normal distribution with mean mu and standard deviation sigma has density:

f(x) = e^(-(1/2) ((x - mu)/sigma)^2) / ((2 pi)^(1/2) sigma

for x real, mu real, sigma > 0.

Value

Function :

Invalid parameter values will return an error detailing which parameter is problematic.

Note

Function VatRNorm is a wrapper of the qnorm function from the stats package.

Examples

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expValNorm(mean = 3, sd = 5)

varNorm(mean = 3, sd = 5)

expValLimNorm(d = 2, mean = 2, sd = 5)

expValTruncNorm(d = 2, mean = 2, sd = 5)

stopLossNorm(d = 2, mean = 2, sd = 5)

meanExcessNorm(d = 2, mean = 2, sd = 5)

VatRNorm(kap = 0.8, mean = 3, sd = 5)

TVatRNorm(kap = 0.8, mean = 2, sd = 5)

mgfNorm(t = 1, mean = 3, sd = 5)

Distributacalcul documentation built on Sept. 13, 2020, 5:19 p.m.