Auxiliary for Preparing Discrete Distribution used to approximating Standard Normal Distribution
Auxiliary for Preparing Discrete Distribution used to approximating Standard Normal Distribution
Auxiliary for preparing discrete distribution used to approximate standard normal. This function generates order statistics of standard normal with same probability assigned. Then, the discrete distribution is standardized to variance one and mean zero.
approxNormalOrder(m)approxNormalOrder2(m, width)
Arguments
m: int, the number of order statistics used
width: the width between two consecutive grid points.
Returns
A numeric matrix with first column is support of discrete distribution and second column is corresponding p.m.f..
Details
This function use EnvStats::evNormOrdStats to get the order statisics of standard normal distribution. The same probability is assigned for each order statistics.
See Also
EnvStats::evNormOrdStats for order statisics of standard normal. fitMRMEapprox