fmax: Density for the maximum of two normally distributed random...
In Sterniii3/drugdevelopR: Utility-Based Optimal Phase II/III Drug Development Planning
fmax R Documentation
Density for the maximum of two normally distributed random variables
Description
The function fmax() will return the value of f(z), which is the value of the density function of the
maximum of two normally distributed random variables.
Usage
fmax(z, mu1, mu2, sigma1, sigma2, rho)
Arguments
z
integral variable
mu1
mean of second endpoint
mu2
mean of first endpoint
sigma1
standard deviation of first endpoint
sigma2
standard deviation of second endpoint
rho
correlation between the two endpoints
Details
Z = max(X,Y) with X ~ N(mu1,sigma1^2), Y ~ N(mu2,sigma2^2)
f(z)=f1(-z)+f2(-z)
Value
The function fmax() will return the value of f(z), which is the value of the density function of the
maximum of two normally distributed random variables.
Sterniii3/drugdevelopR documentation built on Jan. 26, 2024, 6:17 a.m.
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| fmax | R Documentation |
Density for the maximum of two normally distributed random variables
Description
The function fmax() will return the value of f(z), which is the value of the density function of the
maximum of two normally distributed random variables.
Usage
fmax(z, mu1, mu2, sigma1, sigma2, rho)
Arguments
z |
integral variable |
mu1 |
mean of second endpoint |
mu2 |
mean of first endpoint |
sigma1 |
standard deviation of first endpoint |
sigma2 |
standard deviation of second endpoint |
rho |
correlation between the two endpoints |
Details
Z = max(X,Y) with X ~ N(mu1,sigma1^2), Y ~ N(mu2,sigma2^2)
f(z)=f1(-z)+f2(-z)
Value
The function fmax() will return the value of f(z), which is the value of the density function of the
maximum of two normally distributed random variables.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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