mvtn {mvrtn} | R Documentation |
Computes the mean and variance in a univariate censored normal distribution with parameters zmu and zsig and censor point c.
mvtn(zmu, zsig, c, side = c("left", "right"))
zmu |
Mean Paramter |
zsig |
Standard Deviation Paramter |
c |
Censor Point |
side |
Left or right truncation of normal distribution |
The derivation of the method used is described in the vignette that accompanies this package (Mohammad, McLeod, and McLeod, 2014). See documentation for the accompanying function rtn() for empirical validation.
a list with two components:
mean |
mean of the distribution |
variance |
variance of the distribution |
Matthew McLeod
N. Mohammad, M. McLeod and I. McLeod, Mean and Variance of the Truncated Normal Distribution. Vignette for mvtn package.
mvtn(100,15,80,"left") mvtn(100,15,80,"right") #simulation check on the answer ## Not run: #Simulate truncated left truncated normal and compute # empirical means and variances and their sds ## End(Not run)