Description Usage Arguments Value Author(s) References Examples
Estimates standard error of normal quantile estimate
1 | NormalQuantileStandardError(prob, n, mu, sigma, bin.size)
|
prob |
Tail probability. Can be a vector or scalar |
n |
Sample size |
mu |
Mean of the normal distribution |
sigma |
Standard deviation of the distribution |
bin.size |
Bin size. It is optional parameter with default value 1 |
Vector or scalar depending on whether the probability is a vector or scalar
Dinesh Acharya
Dowd, K. Measuring Market Risk, Wiley, 2007.
1 2 | # Estimates standard error of normal quantile estimate
NormalQuantileStandardError(.8, 100, 0, .5, 3)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.