Description Author(s) References See Also Examples

This package includes two functions related to the truncated scale mixtures of normal distribution. One of then is to generate random samples from TSMN distribution, and other is to compute the first four theoretical moments.

Eraldo B. dos Anjos Filho ebdaf1@de.ufpe.br and Aldo M. Garay agaray@de.ufpe.br

Maintainer: Eraldo B. dos Anjos Filho ebdaf1@de.ufpe.br

Aldo M. Garay, Victor H. Lachos, Heleno Bolfarine, Celso R. Cabral. "Linear censored regression models with scale mixtures of normal distributions". Statistical Papers, 2017, vol. 58, issue 1, pages 247-278

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | ```
## A test sample to compare theoretical and empirical moments, considering the following parameters:
mu = 2
sigma2 = 4
nu = 5
lower = -3
upper = 10
dist = "T"
n = 10000
## Theoretical moments with TSMNmoments
theor<-TSMNmoments(mu=mu, sigma2=sigma2, nu=nu, lower=lower, upper=upper, dist=dist)
## Generate the sample with TSMNgenerator to compute the empirical moments
empir<-TSMNgenerator(n=n, mu=mu, sigma2=sigma2, nu=nu, lower=lower, upper=upper, dist=dist)
## Compare the results
data.frame("1st" = c("Theoretic" = theor$EY1, "Empirical" = mean(empir)),
"2nd" = c("Theoretic" = theor$EY2, "Empirical" = mean(empir^2)),
"3rd" = c("Theoretic" = theor$EY3, "Empirical" = mean(empir^3)),
"4th" = c("Theoretic" = theor$EY4, "Empirical" = mean(empir^4)))
``` |

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