Construct Target PMF from User Specification
construct_target_pmf.RdCreates a target PMF from either a user-provided PMF vector or target moment specification. A supplied PMF must already sum to one; it is validated but never silently normalized. The chi-square constructor explicitly conditions its discretized mass on the declared support and records that provenance.
Value
A list with components:
pmfNumeric vector of length J; validated target PMF
mu_KTarget mean
var_KTarget variance
df(if moments provided) Chi-square degrees of freedom
scale(if moments provided) Chi-square scale parameter
Details
Direct PMF specification:
If target is a numeric vector of length J, it is treated as the PMF
for k = 1, ..., J. If length J+1, the k=0 entry must be zero and is dropped.
Moment specification:
If target is a list with mu_K and var_K, a discretized
chi-square distribution matching these moments is constructed using:
$$\text{scale} = \sigma^2_K / (2\mu_K), \quad \text{df} = 2\mu_K^2 / \sigma^2_K$$