Re: How to find expected value?

*To*: mathgroup at smc.vnet.net*Subject*: [mg66231] Re: How to find expected value?*From*: "Norbert Marxer" <marxer at mec.li>*Date*: Fri, 5 May 2006 05:01:58 -0400 (EDT)*References*: <e39koo$ctm$1@smc.vnet.net>*Sender*: owner-wri-mathgroup at wolfram.com

Hallo 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 www.mec.li