Description Usage Arguments Details References Examples
Compute moments of univariate truncated t distribution
1 |
a |
the left end of the truncation interval |
b |
the right end of the truncation interval |
df |
the degrees of freedom of the t distribution |
r |
the degree of moment to compute |
This function computes the r-th moment of the univariate t distribution on df degrees of freedom, truncated to the interval (a,b). If parameters are vectors then the r[i]th moment is computed for each (a[i],b[i],v[i]) The methods are based on results in O'Hagan (1973) and work for df>r. Otherwise NaN is returned.
O'Hagan, A. (1973) Bayes estimation of a convex quadratic. Biometrika 60 (3).
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