dtnorm {cascsim}

Density function of Truncated Normal Distribution

Description

Density function of Truncated Normal Distribution

Cumulative probability function of Truncated Normal Distribution

Quantile function of Truncated Normal Distribution max(0,min(claim,limit)-deductible)

Random generation of Truncated Normal Distribution max(0,min(claim,limit)-deductible)

Usage

dtnorm(x, mean, sd, min = 0, max = 1e+09)

ptnorm(q, mean, sd, min = 0, max = 1e+09)

qtnorm(p, mean, sd, min = 0, max = 1e+09)

rtnorm(n, mean, sd, min = 0, max = 1e+09)

Arguments

x

Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)

mean

Mean of the untruncated Normal distribution

sd

Standard deviation of the untruncated Normal distribution

min

Left truncation (like deductible)

max

Right truncation (like limit)

q

Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)

p

Value of the probability

n

Number of samples

Examples

dtnorm(0.5,1,2)
ptnorm(0.5,1,2)
qtnorm(0.5,1,2)
rtnorm(100,1,2)