help mata mm_cebinomial()
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Title

mm_cebinomial() -- Conditional expectation of a binomial distributed random variable

Syntax

real matrix mm_cebinomial(n, k, p)

where

n: real matrix n k: real matrix k p: real matrix p

Description

mm_cebinomial() returns the expected value of a binomial distributed random variable conditional on the variable being equal to k or larger. That is, mm_cebinomial() returns

E(X|X>=k)

where

X ~ B(n, p)

and n is the number of trials and p is the success probability.

When n, k, and p are not scalar, mm_cebinomial() returns element-by-element results. n, k, and p are required to be r-conformable (see help [M-6] glossary).

Remarks

The expectation of X ~ B(n, p) conditional on X>=k may be written as

E(X|X>=k) = k + [ P(X>=k+1) + ... + P(X=n) ] / P(X>=k)

where P(X>=k) is the probability of k or more successes, which is computed as Binomial(n, k, p) (see [M-5] normal()).

Conformability

mm_cebinomial(n,k,p) requires n, k, and p be r-conformable (see help [M-6] glossary). Returned is a matrix of max(argument rows) rows and max(argument columns) columns containing element-by-element calculated results.

Diagnostics

mm_cebinomial() returns missing if any of the arguments are missing.

mm_cebinomial() returns missing if arguments are out of range (p>1, p<0, n<=0, k<0, or k>n) or if n or k are non-integer.

Source code

mm_cebinomial.mata

Author

Ben Jann, ETH Zurich, jann@soz.gess.ethz.ch

Also see