Programs in R for computing truncated t distributions

被引：6

作者：

Nadarajah, Saralees ^{[1
]}

Kotz, Samuel

机构：

[1] Univ Nebraska, Dept Stat, Lincoln, NE 68583 USA

[2] George Washington Univ, Dept Engn Management & Syst Engn, Washington, DC 20052 USA

来源：

QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL | 2007年 / 23卷 / 02期

关键词：

truncated distribution; Student's t distribution; normal distribution; R language;

D O I：

10.1002/qre.800

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

Truncated distributions arise naturally in many industrial settings. Owing to the popularity of the normal distribution, programs have been developed for computing quantities of interest of its truncated version such as the truncated mean, truncated variance and the cumulative probability. In this note, we follow up the work for the Student's t distribution because of its recent popularity as a rival to the normal distribution. We provide programs for computing the mean, variance, cumulative probability and two other quantities of interest for any truncated t distribution: whether it is left truncated, right truncated or doubly truncated. The programs are written in R: a frreely downloadable statistical software. Copyright (C) 2006 John Wiley & Sons, Ltd.

引用

页码：273 / 278

页数：6