ecp_kmoment_cond {ecpdist}R Documentation

The conditional k-th moment of extended Chen-Poisson distribution

Description

Computes the conditional k-th moment of the extended Chen-Poisson (ecp) distribution.

Usage

ecp_kmoment_cond(x, k, lambda, gamma, phi)

Arguments

x

vector of quantiles.

k

a positive integer.

lambda, gamma

parameter values > 0.

phi

parameter value != 0.

Details

The conditional k-th moment of a distribution is given by E(X^k | X > x). To obtain this value for the Extended Chen-Poisson distribution, it is necessary to use numerical integration. For that purpose, the R function 'integrate()' can be used (see details about function 'integrate()'). Note that when k = 1 and x = 0, the conditional moment is equal to the expected value, i.e., E(X | X > 0) = E(X).

Value

Estimated value of conditional k-th moment, based on numerical integration, using the function integrate.

Examples

ecp_kmoment_cond(x = 0, k = 1, lambda = .1, gamma = .5, phi = - .2)


[Package ecpdist version 0.2.1 Index]