R: Raw and Limited Moments of the Lognormal Distribution

LognormalMoments {actuar} | R Documentation

## Raw and Limited Moments of the Lognormal Distribution

### Description

Raw moments and limited moments for the Lognormal distribution whose logarithm has mean equal to `meanlog` and standard deviation equal to `sdlog`.

### Usage

    mlnorm(order, meanlog = 0, sdlog = 1)
    levlnorm(limit, meanlog = 0, sdlog = 1, order = 1)

### Arguments

`order` | order of the moment.
`limit` | limit of the loss variable.
`meanlog, sdlog` | mean and standard deviation of the distribution on the log scale with default values of `0` and `1` respectively.

### Value

`mlnorm` gives the kth raw moment and `levlnorm` gives the kth moment of the limited loss variable.

Invalid arguments will result in return value `NaN`, with a warning.

### Author(s)

Vincent Goulet vincent.goulet@act.ulaval.ca and Mathieu Pigeon

### References

Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2012), Loss Models, From Data to Decisions, Fourth Edition, Wiley.

### See Also

`Lognormal` for details on the lognormal distribution and functions `[dpqr]lnorm`.

### Examples

    mlnorm(2, 3, 4) - mlnorm(1, 3, 4)^2
    levlnorm(10, 3, 4, order = 2)

[Package actuar version 3.1-2 Index]