[Date Index] [Thread Index] [Author Index]

Solving partial moment with unknowns in boundaries

• To: mathgroup at smc.vnet.net
• Subject: [mg56371] Solving partial moment with unknowns in boundaries
• From: xbrusset at skynet.be
• Date: Fri, 22 Apr 2005 06:25:53 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

I wish to express in a more compact form the following double integral:
int_0^infty int_q^infty y(x-q)f(x,y)dxdy

where f(x,y) is the pdf of a bivariate with dependent marginal distribution
functions (meaning that 0<rho<1).
No assumptions are made as to the behavior of the function f except the
usual for a probability density function.
q is a parameter which is a strictly positive real.

There is probably a good book on such cases but have been unable to identify
it at the university libraries.
Thank you.
-- 
Xavier
PhD student
Université Catholique de Louvain
Belgium