normt3ip               package:NORMT3               R Documentation

_C_o_m_p_u_t_e _i_n_n_e_r _p_r_o_d_u_c_t _f_u_n_c_t_i_o_n _o_f _G_a_u_s_s_i_a_n _a_n_d _t_3 _d_i_s_t_r_i_b_u_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     This function evaluates the inner product function of the
     (sphered) Student's t distribution on 3 df and the Gaussian
     distribution as defined by Theorem~1 of Nason, 2005

_U_s_a_g_e:

     normt3ip(mu, sigma)

_A_r_g_u_m_e_n_t_s:

      mu: Mean of the Gaussian

   sigma: Standard deviation of the Gaussian

_D_e_t_a_i_l_s:

     No extra details

_V_a_l_u_e:

     The evaluated function.

_A_u_t_h_o_r(_s):

     Guy Nason

_R_e_f_e_r_e_n_c_e_s:

     Nason, G.P. (2005) On the sum of the Gaussian and Student's t
     random variables. _Technical Report_, 05:01, Statistics Group,
     Department of Mathematics, University of Bristol.

_E_x_a_m_p_l_e_s:

     #normt3ip(0,1)
     #
     # Answer should be 0.3183099 which is 1/pi
     #
     x <- 3

