ExponentialMoments {actuar} | R Documentation |
Raw moments and limited moments for the exponential distribution with
rate rate
(i.e., mean 1/rate
).
mexp(order, rate = 1) levexp(limit, rate = 1, order = 1)
order |
order of the moment. |
limit |
limit of the loss variable. |
rate |
vector of rates. |
The kth raw moment of the random variable X is E[X^k] and the k limited moment at some limit d is E[min(X, d)].
mexp
gives the kth raw moment and
levexp
gives the kth moment of the limited loss
variable.
Invalid arguments will result in return value NaN
, with a warning.
Vincent Goulet vincent.goulet@act.ulaval.ca and Mathieu Pigeon
Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2004), Loss Models, From Data to Decisions, Second Edition, Wiley.
Exponential
for details on the exponential distribution and
functions {d,p,q,r}exp
.
mexp(2, 3) - mexp(1, 3)^2 levexp(10, 3, order = 2)