normalexpgamma {lestat} | R Documentation |
A Normal-ExpGamma Distribution
Description
Creates an object representing a Normal-ExpGamma distribution. If has a Normal-ExpGamma
distribution, then the marginal distribution of
is an ExpGamma distribution, and the conditional
distribution of
given
is normal.
Usage
normalexpgamma(mu, kappa, alpha, beta)
Arguments
mu |
The |
kappa |
The |
alpha |
The |
beta |
The |
Details
If has a Normal-ExpGamma distribution with parameters
,
,
, and
, then the marginal distribution of
has an ExpGamma
distribution with parameters
,
, and -2, and conditionally on
,
has a normal distribution with expectation
and logged standard deviation
. The probability density is proportional to
Value
A Normal-ExpGamma probability distribution.
Author(s)
Petter Mostad <mostad@chalmers.se>
See Also
gamma
, normal
, expgamma
, normalgamma
,
mnormal
, mnormalgamma
, mnormalexpgamma
Examples
plot(normalexpgamma(3,4,5,6))