Expectation function
- To: mathgroup at smc.vnet.net
- Subject: [mg120244] Expectation function
- From: paulvonhippel at yahoo <paulvonhippel at yahoo.com>
- Date: Thu, 14 Jul 2011 21:19:46 -0400 (EDT)
I'm having a little trouble with the Expectation function in Mathematica. I'd like to calculate the expectation of the product of two independent variables. One has a standard normal distribution, the other is distributed F. It's obvious that the expectation is zero, but when I put the problem to Mathematica, all it does is echo the input. Here's the simplest way I've put the question: Expectation[Z* F, F \[Distributed] FRatioDistribution[df, df], Z \ [Distributed] NormalDistribution[0, 1]] Mathematica just echoes the input. I try adding some assumptions to ensure that the variance of the F distribution is defined. Assuming[{df >= 3, df \[Element] Integers}, %] And Mathematica just echoes the input again. The other way to do this is to use TransformedDistribution and then use Mean. I get the same result that way. The problem I actually want to solve is more complicated, of course, but today I'll settle for solving the easier version. Many thanks for any pointers.
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- From: Darren Glosemeyer <darreng@wolfram.com>
- Re: Expectation function