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NORMT3 (version 1.0.4)

dnormt3: Density function of sum of Gaussian and Student's t on 3 df

Description

Computes the probability density function of the sum of the Gaussian distribution and the Student's t distribution on 3 degrees of freedom.

Usage

dnormt3(x, mean = 0, sd = 1)

Arguments

x

Where to evaluate the density function

mean

The mean of the Gaussian

sd

The standard deviation of the Gaussian

Value

The appropriate pdf value.

Details

Computes the probability density function of the sum of the Gaussian distribution and the Student's t distribution on 3 degrees of freedom.

References

Nason, G.P. (2005) On the sum of the Gaussian and Student's t random variables. Technical Report, 05:01, Statistics Group, Department of Mathematics, University of Bristol.

See Also

normt3ip,dst,dnorm

Examples

Run this code
# NOT RUN {
dnormt3(0)
#
# Should be 0.4501582 = sqrt(2)/pi
#
x <- seq(from=-5, to=5, length=100)
plot(x, dnormt3(x), type="l")	# Density plot
# }

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