extrunc {truncdist} | R Documentation |
This function computes the expected value of a truncated random variable using numerical integration.
extrunc(spec, a = -Inf, b = Inf, ...)
spec |
a character value that specifies the underlying probability distribution |
a |
a numeric value for the lower bound of the random variable |
b |
a numeric value for the upper bound of the random variable |
... |
other arguments are are passed to the corresponding quantile function |
Numerical integration of the truncated density function is performed to compute the expected value.
A numerical value for the expectation.
Frederick Novomestky fn334@nyu.edu
Saralees Nadarajah saralees.nadarajah@manchester.ac.uk
Nadarajah, S. and S. Kotz, 2006. R
Programs for Computing
Truncated Distributions, Journal of Statistical Software,
16, August 2006, http://www.jstatsoft.org/v16/c02
mu <- extrunc( spec="norm",a=1, b=2 )