Hello,
I am trying to compute the density of a variable k that is either (1)
Normally distributed; (2) Log-Normally distributed; or (3) follows
proportional error distribution. I tried to search R-help and the answer for
normal distribution was easy to find (please see 1c). I am not sure if my
formula for dlnorm is correct (please see 2c below)? I really don't know
what function to use for the density of k with a proportional error
distribution.
Please help,
Mahesh
1. Normal distribution:
*a) *k=qk+h, hÎN(0, w)
*b) *then kÎN(qk, w)
*c) *density of a variable k: dnorm(x,mean=qk,sd=w,log=FALSE) #x: vector
of quantiles
2. Log-Normal distribution:
*a) *k=qk exp(h), hÎN(0, w)
*b) *then kÎLN(qk, w)
*c) *density of a variable k: dlnorm(x,meanlog=log(qk),sdlog=w,log=FALSE)
*# Is sdlog correct?????*
**
3. Proportional Error distribution
*a) *k=qk (1+h), hÎN(0, w)
*???? *
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