mvtn: Mean and Variance of Truncated Normal Distribution

In mvrtn: Mean and Variance of Truncated Normal Distribution

Description

Computes the mean and variance in a univariate censored normal distribution with parameters zmu and zsig and censor point c.

Usage

mvtn(zmu, zsig, c, side = c("left", "right"))

Arguments

zmu	Mean Paramter
zsig	Standard Deviation Paramter
c	Censor Point
side	Left or right truncation of normal distribution

Details

The derivation of the method used is described in the vignette that accompanies this package (Mohammad, McLeod, and McLeod, 2014). See documentation for the accompanying function rtn() for empirical validation.

Value

a list with two components:

mean	mean of the distribution
variance	variance of the distribution

Author(s)

Matthew McLeod

References

N. Mohammad, M. McLeod and I. McLeod, Mean and Variance of the Truncated Normal Distribution. Vignette for mvtn package.

See Also

rtn

Examples

mvtn(100,15,80,"left")
mvtn(100,15,80,"right")
#simulation check on the answer
## Not run: 
#Simulate truncated left truncated normal and compute
#  empirical means and variances and their sds


## End(Not run)

Example output

[1] 102.7071 163.5305
[1] 73.02798 36.95043

mvrtn documentation built on May 2, 2019, 1:27 p.m.