dcn: PDF of Contaminated Normal

In joemckean/mathstat: Introduction to Mathematical Statistics R Package

Description

Computes the PDF of the standard normals for the PDF of W at w, represented as P(W = w) where W is the random variable of interest. See expression 3.4.19 on page 194 of the book.

Usage

dcn(w, eps, sigma_c)

Arguments

w	Variable bound on random variable of interest W.
eps	Proportion of contamination. Usually between 0 and 0.25.
sigma_c	Standard deviation of contaminated part. Should be greater than 1.

Value

Value of PDF at w for a contaminated normal.

References

Hogg, R. McKean, J. Craig, A (2018) Introduction to Mathematical Statistics, 8th Ed. Boston: Pearson

Examples

# Example where variables are set then passed in as parameters.
w <- 10
eps <- 0.5
sigma_c <- 0.25
p <- dcn(w, eps, sigma_c)

# Example where parameters are passed in as values.
p <- dcn(10, 0.5, 0.25)

joemckean/mathstat documentation built on May 30, 2019, 2:01 p.m.