Re: Expectations
- To: mathgroup at smc.vnet.net
- Subject: [mg21986] Re: [mg21970] Expectations
- From: "Richard Palmer" <rhpcvn at tiac.net>
- Date: Thu, 10 Feb 2000 02:25:30 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
Use the Mathematical definitions for Expectation, Variance, etc. One of the Economics books about Mathematica and Economics has a wonderful package for doing just what you want. I believe Colin Rose wrote the software. Regards, Dick Palmer -----Original Message----- From: Paraskevopoulos, Yannis [euler:eti-lon] <Yannis.P at eulergroup.com> To: mathgroup at smc.vnet.net Subject: [mg21986] [mg21970] Expectations >Hi there! > >Has anybody devised a clever way to derive mathematical expectations E(x), >variances V(x) etc? To be more precise, suppose I define a pdf function for >x (or for more variables), is it possible to derive the above moments of the >given distribution? > >Cheers > >Yannis Paraskevopoulos >Econometrician > >Risk Management, >EULER Trade Indemnity plc >* 0207 860 2647 >Fax 0207 860 2481 >* yannis.p at eulergroup.com > > > > > > > > > > > > > > > > >