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Re: TransformedDistribution -- odd problem

  • To: mathgroup at smc.vnet.net
  • Subject: [mg120485] Re: TransformedDistribution -- odd problem
  • From: paulvonhippel at yahoo <paulvonhippel at yahoo.com>
  • Date: Mon, 25 Jul 2011 07:29:39 -0400 (EDT)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • References: <j0gh7s$bd7$1@smc.vnet.net>

A little more experimenting shows that the TransformedDistribution
function will also not provide the mean of k+F where k is a constant
and F has an F distribution -- i.e.,
 Mean[TransformedDistribution[k*F ,  F \[Distributed]
FRatioDistribution[v, v]]]

If I changce the distribution of F to NormalDistribution or
ChiSquareDistribution, I can get a mean for k*F or k+F. So the problem
only occurs when I define a simple function of an F variable using the
TransformedDistribution function.
This all strikes me as very strange, and I'd be curious to know if
others can reproduce my results. If you can't reproduce my results,
I'd be interested in theories about why my results differ from yours.
E.g., is there a setting I should change in the software?

I am using version 8.0.0.0 and looking to upgrade to 8.0.1, if that
makes a difference.

Many thanks for any pointers.

On Jul 24, 2:22 am, paulvonhippel at yahoo <paulvonhip... at yahoo.com>
wrote:
> I'm having a very strange problem with TransformedDistribution, where
> I can calculate the mean of an F distribution but I cannot calculate
> the mean of a constant multiplied by an F distribution. That is, if I
> type
>
>  Mean[TransformedDistribution[F, F \[Distributed]
> FRatioDistribution[v, v]]]
>
> Mathematica gives me an answer. But if I type
>
>  Mean[TransformedDistribution[k*F ,  F \[Distributed]
> FRatioDistribution[v, v]]]
>
> Mathematica just echoes the input. I swear I got an answer for the
> second expression earlier today. What am I doing wrong?





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