Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: kalman
See also: rICfil calibrIC ICerzsep ICerz

Quantlet: betrnormE
Description: Auxiliary routine for rICfil: calculates E [ |X| (|x|<t) ], where X is an n-dimensional standard normal variate

Usage: y=betrnormE(t,n)
t scalar, clipping point
n scalar, dimension of X
y scalar, n-th clipped moment


Author: P. Ruckdeschel, 19991010
(C) MD*TECH Method and Data Technologies, 05.02.2006