BuyseTest (version 2.4.0)

pnormweibull: Cumulative Distribution Function of a Gaussian Variable Plus an Weibull Variable

Description

Cumulative Distribution Function of a Gaussian Variable Plus an Weibull Variable

Usage

pnormweibull(q, scale, shape, rho)

Examples

if (FALSE) {
n <- 1e6

pnormweibull(0.1, scale = 1/2, shape = 1, rho = 1.5)
pnormweibull(0.8, scale = 1/2, shape = 1, rho = 1.5)
mean(rnorm(n) + 1.5 * rweibull(n, scale = 1/2, shape = 1) <= 0.1)
mean(rnorm(n) + 1.5 * rweibull(n, scale = 1/2, shape = 1) <= 0.8)

pnormweibull(0.1, scale = 1/2, shape = 1, rho = -1.5)
pnormweibull(0.8, scale = 1/2, shape = 1, rho = -1.5)
mean(rnorm(n) - 1.5 * rweibull(n, scale = 1/2, shape = 1) <= 0.1)
mean(rnorm(n) - 1.5 * rweibull(n, scale = 1/2, shape = 1) <= 0.8)

pnormweibull(0.1, scale = 1/2, shape = 2, rho = -1.5)
pnormweibull(0.8, scale = 1/2, shape = 2, rho = -1.5)
mean(rnorm(n) - 1.5 * rweibull(n, scale = 1/2, shape = 2) <= 0.1)
mean(rnorm(n) - 1.5 * rweibull(n, scale = 1/2, shape = 2) <= 0.8)
}