tnorm: Density function of Truncated Normal Distribution

In casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

Density function of Truncated Normal Distribution

Description

Density function of Truncated Normal Distribution

Cumulative probability function of Truncated Normal Distribution

Quantile function of Truncated Normal Distribution max(0,min(claim,limit)-deductible)

Random generation of Truncated Normal Distribution max(0,min(claim,limit)-deductible)

Usage

dtnorm(x, mean, sd, min = 0, max = 1e+09)

ptnorm(q, mean, sd, min = 0, max = 1e+09)

qtnorm(p, mean, sd, min = 0, max = 1e+09)

rtnorm(n, mean, sd, min = 0, max = 1e+09)

Arguments

x	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
mean	Mean of the untruncated Normal distribution
sd	Standard deviation of the untruncated Normal distribution
min	Left truncation (like deductible)
max	Right truncation (like limit)
q	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
p	Value of the probability
n	Number of samples

Examples

dtnorm(0.5,1,2)
ptnorm(0.5,1,2)
qtnorm(0.5,1,2)
rtnorm(100,1,2)

casact/cascsim documentation built on Nov. 12, 2022, 11:53 p.m.