First two moments of the logitnormal distribution by numerical integration

momentsLogitnorm(mu, sigma, abs.tol = 0, 
    ...)

Arguments

mu

parameter mu

sigma

parameter sigma

abs.tol

changing default to integrate

...

further parameters to the integrate function

Value

named numeric vector with components

  • mean: expected value, i.e. first moment

  • var: variance, i.e. second moment

Author

Thomas Wutzler

Examples

(res <- momentsLogitnorm(4,1))
#>       mean        var 
#> 0.97189602 0.00101663 
(res <- momentsLogitnorm(5,0.1))
#>         mean          var 
#> 9.932743e-01 4.484069e-07