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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
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