Statistical Analysis of Financial Data by Gentle James;
Author:Gentle, James;
Language: eng
Format: epub
Publisher: Taylor & Francis Group
Published: 2020-07-15T00:00:00+00:00
(3.111)
where all elements are interpreted as numeric arrays of the same shape. The values of the mean and standard deviation are taken from the positional relations of the arguments.
Various R functions for computations involving a Poisson random variable with parameter λ = 5 are shown for example in Figure 3.12.
FIGURE 3.12
Values in a Poisson Distribution with Λ = 5
For the univariate normal distribution, there are two parameters, the mean and the variance (or standard deviation); see Table 3.2 on page 286. The root name of the R functions is norm, and the names of the parameters are mean and sd (for standard deviation not the variance). Hence, if the variables mean and sd (which may be numeric arrays of the same shape) are initialized to m and s,
TABLE 3.4
Root Names and Parameters for R Functions for Distributions
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