Edlaplace2 {DiscreteLaplace}R Documentation

First- and second-order moments of ADSL

Description

First- and second-order moment of the ADSL distribution.

Usage

Edlaplace2(p, q)

Arguments

p

the first parameter pp, in (0,1)(0,1), of the ADSL

q

the first parameter qq, in (0,1)(0,1), of the ADSL

Details

For the ADSL distribution,

E(X;p,q)=logqlog(pq)p1plogplog(pq)11qE(X;p,q)=\frac{\log q}{\log(pq)}\frac{p}{1-p}-\frac{\log p}{\log(pq)}\frac{1}{1-q}

and

E(X2;p,q)=logqlog(pq)p(1+p)(1p)2+logplog(pq)1+q(1q)2E(X^2;p,q)=\frac{\log q}{\log(pq)}\frac{p(1+p)}{(1-p)^2}+\frac{\log p}{\log(pq)}\frac{1+q}{(1-q)^2}

Value

A list containing the first- and the second-order moments of the ADSL distribution, E1 and E2.

Author(s)

Alessandro Barbiero, Riccardo Inchingolo

References

A. Barbiero, An alternative discrete Laplace distribution, Statistical Methodology, 16: 47-67

See Also

estdlaplace2, loss, ddlaplace2

Examples

Edlaplace2(p=0.3, q=0.3)
Edlaplace2(p=0.3, q=0.6)
Edlaplace2(p=0.6, q=0.3)
Edlaplace2(p=0.6, q=0.6)

[Package DiscreteLaplace version 1.1.1 Index]