The Censored Normal Distribution
Density, distribution function, quantile function, and random generation for the left and/or right censored normal distribution.
dcnorm(x, mean = 0, sd = 1, left = -Inf, right = Inf, log = FALSE) pcnorm(q, mean = 0, sd = 1, left = -Inf, right = Inf, lower.tail = TRUE, log.p = FALSE) rcnorm(n, mean = 0, sd = 1, left = -Inf, right = Inf) qcnorm(p, mean = 0, sd = 1, left = -Inf, right = Inf, lower.tail = TRUE, log.p = FALSE)
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
mean |
vector of means. |
sd |
vector of standard deviations. |
left |
left censoring point. |
right |
right censoring point. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are P[X <= x] otherwise, P[X > x]. |
If mean or sd are not specified they assume the default values
of 0 and 1, respectively. left and right have the defaults -Inf and Inf respectively.
The censored normal distribution has density f(x):
| Φ((left - μ)/σ) | if x ≤ left |
| 1 - Φ((right - μ)/σ) | if x ≥ right |
| φ((x - μ)/σ)/σ | if left < x < right |
where Φ and φ are the cumulative distribution function and probability density function of the standard normal distribution respectively, μ is the mean of the distribution, and σ the standard deviation.
dcnorm gives the density, pcnorm gives the distribution
function, qcnorm gives the quantile function, and rcnorm
generates random deviates.
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