ecp_kmoment {ecpdist} | R Documentation |
Computes the k-th raw moment of the extended Chen-Poisson (ecp) distribution.
ecp_kmoment(k, lambda, gamma, phi)
k |
a positive integer. |
lambda , gamma |
parameter values > 0. |
phi |
parameter value != 0. |
To obtain the value of k-th raw moment of the Extended Chen-Poisson distribution, it is necessary to use numerical integration. For that purpose, the R function 'integrate()' can be used, which returns the estimated value of the integral and also the integral absolute error (see details about function 'integrate()'). Therefore, to obtain the variance, the first component of each k-th raw moments must be selected.
Estimated value of k-th raw moment, based on numerical integration, as well as integral absolute error obtained from the function integrate.
ecp_kmoment(k = 1, lambda = .1, gamma = .5, phi = - .2) # First raw moment.
ecp_kmoment(k = 2, lambda = .1, gamma = .5, phi = - .2) # Second raw moment.
ecp_kmoment(k = 2, lambda = .1, gamma = .5, phi = - .2)[1] -
ecp_kmoment(k = 1, lambda = .1, gamma = .5, phi = - .2)[1]^2 # Variance.