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Unexpected expectation behaviour

  • To: mathgroup at smc.vnet.net
  • Subject: [mg131033] Unexpected expectation behaviour
  • From: Donagh Horgan <donagh.horgan at gmail.com>
  • Date: Wed, 5 Jun 2013 03:28:01 -0400 (EDT)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • Delivered-to: l-mathgroup@wolfram.com
  • Delivered-to: mathgroup-outx@smc.vnet.net
  • Delivered-to: mathgroup-newsendx@smc.vnet.net

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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