PrognCondDistribution-class: Posterior distribution in convolution
Description
The posterior distribution of X given (X+E)=yUsage
PrognCondDistribution(Regr = Norm(), Error = Norm())
Arguments
Regr
an object of class "AbscontDistribution"
Error
an object of class "AbscontDistribution"
Value
- Object of class
"PrognCondDistribution"
Objects from the Class
Objects can be created by calls of the form PrognCondDistribution(Regr, Error)
where Regr and error are the respective (a.c.) distributions of X and E.Extends
Class "AbscontCondDistribution", directly.
Class "Distribution", by classes "UnivariateCondDistribution" and "AbscontCondDistribution".Details
For independent r.v.'s X,E with univariate, absolutely continuous
(a.c.) distributions Regr and Error, respectively,
PrognCondDistribution() returns the
(factorized, conditional) posterior distribution of X given X+E=y.
as an object of class PrognCondDistribution.