partialMoment_standardNormal {robustlmm}

Compute Partial Moments

Description

Computes a partial moment for the standard normal distribution. This is the expectation taken not from -Infinity to Infinity but just to z.

Usage

partialMoment_standardNormal(z, n)

Arguments

z

partial moment boundary, the expectation is taken from -Inf to z.

n

which moment to compute, needs to be >= 2.

References

Winkler, R. L., Roodman, G. M., & Britney, R. R. (1972). The Determination of Partial Moments. Management Science, 19(3), 290–296. http://www.jstor.org/stable/2629511, equation (2.5)

Examples

  partialMoment_standardNormal(0, 2)