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