Re: Expected value of the Geometric distribution
- To: mathgroup at smc.vnet.net
- Subject: [mg118593] Re: Expected value of the Geometric distribution
- From: David Skulsky <edskulsky at gmail.com>
- Date: Wed, 4 May 2011 06:32:02 -0400 (EDT)
- Reply-to: comp.soft-sys.math.mathematica at googlegroups.com
Mathematica has provided the simplest form of the result given what it knows about \Beta and \Mu.
If you provide it some additional information (via Assuming) and then Simplify, you will get what you expect:
int = Integrate[E^(-E^(-((x - \[Mu])/\[Beta])) - (x - \[Mu])/\[Beta])/\[Beta]* x, {x, -\[Infinity], \[Infinity]}]
Assuming[{Re[\[Beta]] > 0, \[Mu] > \[Beta]}, Simplify[int]]
EulerGamma \[Beta] + \[Mu]
David