Created
March 27, 2012 15:41
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R code for verifying TCE
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| eZ <- function(u){x=rnorm(1000000);mean(x[x>u])} | |
| eP <- function(u){dnorm(u)/(1-pnorm(u))} | |
| ep = eP((-400:400)/100) | |
| ez = sapply((-400:400)/100,eZ) | |
| png("qqplot.png") | |
| qqplot(ez,ep) | |
| dev.off() |
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