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"
.concept
- S4 distribution class
- conditional distribution
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
.