vartrunc {truncdist}

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

Details

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

Value

A numeric value.

Author(s)

Frederick Novomestky [e-mail]

Saralees Nadarajah [e-mail]

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 )