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g4u
2007 Jun 13
1
Normal and Poisson tail area expectations in R
I am interested in R functions for the following integrals / sums (expressed best I can in text) -
Normal: G_u(k) = Integration_{Lower limit=k}^{Upper limit=infinity} [(u -k) f(u) d(u)], where where u is N(0,1), and f(u) is the density function.
Poisson: G(lambda,k) = Sum_{Lower limit=k}^{Upper limit=infinity} [(x-k) p(x, lambda)] where P(x,lambda) is the Poisson prob function with parameter lambda.
The...