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Unexpected expectation behaviour


Hi all,

I've been playing around with the following expected value, but I've run into some odd behaviour with Expectation and NExpectation. The following example illustrates the problem:

Expectation[Abs[y - 1]^3, 
 y \[Distributed] NoncentralChiSquareDistribution[1, s]]
Plot[{%, NExpectation[Abs[y - 1]^3, 
   y \[Distributed] NoncentralChiSquareDistribution[1, s]]}, {s, 0, 
  10}]

All advice greatly appreciated.

Thanks,
Donagh



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