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robustlmm (version 3.3-1)

partialMoment_standardNormal: Compute Partial Moments

Description

Computes a partial moment for the standard normal distribution. This is the expectation taken not from -Infinity to Infinity but just to z.

Usage

partialMoment_standardNormal(z, n)

Arguments

z

partial moment boundary, the expectation is taken from -Inf to z.

n

which moment to compute, needs to be >= 2.

References

Winkler, R. L., Roodman, G. M., & Britney, R. R. (1972). The Determination of Partial Moments. Management Science, 19(3), 290–296. http://www.jstor.org/stable/2629511, equation (2.5)

Examples

Run this code
  partialMoment_standardNormal(0, 2)

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