fmin: Density for the minimum of two normally distributed random...

In Sterniii3/drugdevelopR: Utility-Based Optimal Phase II/III Drug Development Planning

Density for the minimum of two normally distributed random variables

Description

The function fmin() will return the value of f(z), which is the value of the density function of the minimum of two normally distributed random variables.

Usage

fmin(y, mu1, mu2, sigma1, sigma2, rho)

Arguments

y	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= min(X,Y) with X ~ N(mu1,sigma1^2), Y ~ N(mu2,sigma2^2)

f(z)=f1(z)+f2(z)

Value

The function fmin() will return the value of f(z), which is the value of the density function of the minimum of two normally distributed random variables.

Sterniii3/drugdevelopR documentation built on Jan. 26, 2024, 6:17 a.m.