Mathematica 9 is now available
Services & Resources / Wolfram Forums / MathGroup Archive
-----

MathGroup Archive 2012

[Date Index] [Thread Index] [Author Index]

Search the Archive

Moment function

  • To: mathgroup at smc.vnet.net
  • Subject: [mg126952] Moment function
  • From: paul <paulvonhippel at yahoo.com>
  • Date: Wed, 20 Jun 2012 03:48:55 -0400 (EDT)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com

I would like a formula for the mth moment of Z^p, where Z~Normal(mu,sigma) and p is a positive integer. With m=p=1, the answer should be mu -- i.e., the first moment of a normal variable is the mean mu. But that's not what I get when I do it this way:

momentPN = 
 FullSimplify[
  Moment[TransformedDistribution[Z^p, 
    Z \[Distributed] NormalDistribution[\[Mu], \[Sigma]]], m], {m > 0,
    p > 0, Element[p, Integers], Element[m, Integers]}]

FullSimplify[
 momentPN /. {p -> 1, m -> 1}, {\[Sigma] > 0, Element[\[Mu], Reals]}]

I know other ways to get the right answer, but why doesn't this method work?



  • Prev by Date: Clear All Output
  • Next by Date: Re: Parenthesis reduction
  • Previous by thread: Clear All Output
  • Next by thread: Re: Moment function