truncdist (version 1.0-2)

vartrunc: Variance of a truncated random variable

Description

This function estimates the variance of a truncated random variable using numerical integration.

Usage

vartrunc(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 numeric value.

Details

Numerical integration of the truncated density function is performed to compute the variance and the associated 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

See Also

extrunc, dtrunc

Examples

var <- vartrunc( spec="norm", a=1, b=2 )