normt3ip | R Documentation |
This function evaluates the inner product function of the (sphered) Student's t distribution on 3 df and the Gaussian distribution as defined by Theorem~1 of Nason, 2005
normt3ip(mu, sigma)
mu |
Mean of the Gaussian |
sigma |
Standard deviation of the Gaussian |
No extra details
The evaluated function.
Guy Nason
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.
#normt3ip(0,1) # # Answer should be 0.3183099 which is 1/pi # x <- 3
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