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 > > > > > > > > > > > > > > > >