p_1 {LambertW}R Documentation

Non-principal branch probability

Description

Computes the probability that the non-principal branch is caused the observed data.

Usage

p_1(delta, distname = "normal", nu = NULL)

Arguments

delta skewness parameter
distname distribution
nu degrees of freedom (if distname="t")

Details

This probability equals

P(U < -frac{1}{|delta|})

Value

Probability (in practice very small).

Author(s)

Georg M. Goerg

References

Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished

Examples

p_1(0.1)

[Package LambertW version 0.1.6 Index]