| LognormalMoments {actuar} | R Documentation |
Raw moments and limited moments for the lognormal distribution whose
logarithm has mean equal to meanlog and standard deviation
equal to sdlog.
mlnorm(order, meanlog = 0, sdlog = 1) levlnorm(limit, meanlog = 0, sdlog = 1, order = 1)
order |
order of the moment. |
limit |
limit of the loss variable. |
meanlog, sdlog |
mean and standard deviation of the distribution
on the log scale with default values of 0 and 1
respectively. |
mlnorm gives the kth raw moment and
levlnorm 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.
Lognormal for details on the lognormal distribution and
functions {d,p,q,r}lnorm.
mlnorm(2, 3, 4) - mlnorm(1, 3, 4)^2 levlnorm(10, 3, 4, order = 2)