dnormt3: Density function of sum of Gaussian and Student's t on 3 df

In NORMT3: Evaluates Complex Erf, Erfc, Faddeeva, and Density of Sum of Gaussian and Student's t

Density function of sum of Gaussian and Student's t on 3 df

Description

Computes the probability density function of the sum of the Gaussian distribution and the Student's t distribution on 3 degrees of freedom.

Usage

dnormt3(x, mean = 0, sd = 1)

Arguments

x	Where to evaluate the density function
mean	The mean of the Gaussian
sd	The standard deviation of the Gaussian

Details

Computes the probability density function of the sum of the Gaussian distribution and the Student's t distribution on 3 degrees of freedom.

Value

The appropriate pdf value.

Author(s)

Guy Nason

References

Nason, G.P. (2005) On the sum of the Gaussian and Student's t random variables. Technical Report, 05:01, Statistics Group, Department of Mathematics, University of Bristol.

See Also

normt3ip,dst,dnorm

Examples

dnormt3(0)
#
# Should be 0.4501582 = sqrt(2)/pi
#
x <- seq(from=-5, to=5, length=100)
plot(x, dnormt3(x), type="l")	# Density plot

NORMT3 documentation built on April 25, 2022, 5:06 p.m.