LognormalMoments | R Documentation |
Raw moments and limited moments for the Lognormal distribution whose
logarithm has mean equal to meanlog
and standard deviation
equal to sdlog
.
mlnorm(order, meanlog = 0, sdlog = 1)
levlnorm(limit, meanlog = 0, sdlog = 1, order = 1)
order |
order of the moment. |
limit |
limit of the loss variable. |
meanlog, sdlog |
mean and standard deviation of the distribution
on the log scale with default values of |
mlnorm
gives the k
th raw moment and
levlnorm
gives the k
th moment of the limited loss
variable.
Invalid arguments will result in return value NaN
, with a warning.
Vincent Goulet vincent.goulet@act.ulaval.ca and Mathieu Pigeon
Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2012), Loss Models, From Data to Decisions, Fourth Edition, Wiley.
Lognormal
for details on the lognormal distribution and
functions [dpqr]lnorm
.
mlnorm(2, 3, 4) - mlnorm(1, 3, 4)^2
levlnorm(10, 3, 4, order = 2)
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