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]