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Re: Expectations

• To: mathgroup at smc.vnet.net
• Subject: [mg22089] Re: Expectations
• From: "Luci Ellis" <elisha at dot.net.au>
• Date: Sun, 13 Feb 2000 01:14:06 -0500 (EST)
• References: <87n1af$82k@smc.vnet.net>
• Sender: owner-wri-mathgroup at wolfram.com

Yannis,
The package in the forthcoming book "Mathematical Statistics with 
Mathematica" by Smith and Rose does this.  There is a talk by Colin Rose at
last year's Mathematica developer's conference about this, archived at
Wolfram's web site.

Hope this helps,
Luci

----------
In article <87n1af$82k at smc.vnet.net>, "Paraskevopoulos, Yannis
[euler:eti-lon]" <Yannis.P at eulergroup.com> wrote:


> 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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