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: firstname.lastname@example.org
- References: <email@example.com>
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 220.127.116.11 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?