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MathGroup Archive 2006

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Re: How to find expected value?

  • To: mathgroup at
  • Subject: [mg66231] Re: How to find expected value?
  • From: "Norbert Marxer" <marxer at>
  • Date: Fri, 5 May 2006 05:01:58 -0400 (EDT)
  • References: <e39koo$ctm$>
  • Sender: owner-wri-mathgroup at


First, your code has a typo error. The lower limit of your integral in
the definition of pif should read cn (not c_n).

Second, the second argument of the function "ExpectedValue" should be a
distribution: i.e. you should use "NormalDistribution[µc, sc]" as
your second argument and not your definition (using the PDF).

With these changes Mathematica returned (after some seconds) the
following expression:

\!\(\[ExponentialE]\^\(\(r\ \((2\ \@p\ \((ch - W + ß\ \((\(-p\)\ q +
q\ µc + \
b\ Po\ µq)\))\) - \@2\ b\ ß\ µq\ sc + \@p\ r\ ß\^2\ \((q - a\
µq)\)\^2\ \
sc\^2)\)\)\/\(2\ \@p\)\)\)

I hope this is what you want / expect.

Best regards
Norbert Marxer

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