[Date Index]
[Thread Index]
[Author Index]
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.
Prev by Date:
**Re: Numerical accuracy/precision - this is a bug or a feature?**
Next by Date:
**Compile and Total**
Previous by thread:
**Re: Interpolation problems**
Next by thread:
**Re: Expectation function**
| |