Mean[ Distribution ]

*To*: mathgroup at christensen.cybernetics.net*Subject*: [mg1928] Mean[ Distribution ]*From*: wiener at finance.wharton.upenn.edu (Zvi Wiener)*Date*: Wed, 23 Aug 1995 22:31:10 -0400*Organization*: University of Pennsylvania

Dear Mathematica users: How can one use Statistics package to find expected value (and higher moments) for a random variable which distribution is given by a standard function? Like this: I wish to find expected value of, say E^x, where x is normally distributed: In[1]:= <<Statistics`Master` In[2]:= Mean[ NormalDistribution[0,.1]] Out[2]= 0 this works OK! In[3]:= Mean[ E^NormalDistribution[0,.1]] NormalDistribution[0, 0.1] Out[3]= Mean[E ] But here I would like to have different answer Of course I can do it manually like: In[4]:= Integrate[ E^x*E^(-x^2/2), {x, -Infinity, Infinity}] Out[4]= Sqrt[2 E Pi] But I am sure there is a more straightforward way using the NormalDistribution distribution. HOW ? Thank you in advance. Zvi Wiener. zwiener at lehman.com