extrunc: Expected value of a truncated random variable
Description
This function computes the expected value of a truncated random variable
using numerical integration.
Usage
extrunc(spec, a = -Inf, b = Inf, ...)
Arguments
spec
a character value that specifies the underlying probability distribution
a
a numeric value for the lower bound of the random variable
b
a numeric value for the upper bound of the random variable
...
other arguments are are passed to the corresponding quantile function
Value
A numerical value for the expectation.
Details
Numerical integration of the truncated density function is performed to compute
the expected value.
References
Nadarajah, S. and S. Kotz, 2006. R Programs for Computing
Truncated Distributions, Journal of Statistical Software,
16, August 2006, http://www.jstatsoft.org/v16/c02