Re: TransformedDistribution -- odd problem

*To*: mathgroup at smc.vnet.net*Subject*: [mg120497] Re: TransformedDistribution -- odd problem*From*: Paul von Hippel <paulvonhippel at yahoo.com>*Date*: Tue, 26 Jul 2011 07:06:40 -0400 (EDT)*Delivered-to*: l-mathgroup@mail-archive0.wolfram.com*References*: <j0gh7s$bd7$1@smc.vnet.net> <201107251129.HAA25540@smc.vnet.net> <4E2EA04E.813B.006A.0@newcastle.edu.au>*Reply-to*: Paul von Hippel <paulvonhippel at yahoo.com>

Thanks -- that fixes it! Bonus question: if we don't specify v2>2, why doesn't Mathematica return a two part solution: k v2 / (v2-2) v2>2 Indeterminate True That's what it does if we request the mean of F -- why doesn't it do the same if we request the mean of k*F. ________________________________ From: Barrie Stokes <Barrie.Stokes at newcastle.edu.au> To: mathgroup at smc.vnet.net; paulvonhippel at yahoo <paulvonhippel at yahoo.com> Sent: Monday, July 25, 2011 8:09 PM Subject: [mg120497] Re: TransformedDistribution -- odd problem Hi Paul There are conditions on the v1 and v2, the degrees of freedom of the F distribution: Assuming[v2 > 2, Mean[TransformedDistribution[F , F \[Distributed] FRatioDistribution[v1, v2]]]] {Assuming[v2 > 2, Mean[TransformedDistribution[k*F , F \[Distributed] FRatioDistribution[v1, v2]]]], k*v2/(-2 + v2)} {Assuming[v2 > 2, Mean[TransformedDistribution[k + F , F \[Distributed] FRatioDistribution[v1, v2]]]], k + v2/(-2 + v2)} // FullSimplify which shows precisely what you expect for k*F and k+F. Cheers Barrie >>> On 25/07/2011 at 9:29 pm, in message <201107251129.HAA25540 at smc.vnet.net>, paulvonhippel at yahoo <paulvonhippel at yahoo.com> wrote: > 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?

**Follow-Ups**:**Re: TransformedDistribution -- odd problem***From:*Darren Glosemeyer <darreng@wolfram.com>

**References**:**Re: TransformedDistribution -- odd problem***From:*paulvonhippel at yahoo <paulvonhippel@yahoo.com>