normt3ip: Compute inner product function of Gaussian and t3...

Description Usage Arguments Details Value Author(s) References Examples

Description

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

Usage

1

Arguments

mu

Mean of the Gaussian

sigma

Standard deviation of the Gaussian

Details

No extra details

Value

The evaluated function.

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.

Examples

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#normt3ip(0,1)
#
# Answer should be 0.3183099 which is 1/pi
#
x <- 3

NORMT3 documentation built on May 1, 2019, 8:05 p.m.

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