Expectation function
- To: mathgroup at smc.vnet.net
- Subject: [mg120244] Expectation function
- From: paulvonhippel at yahoo <paulvonhippel at yahoo.com>
- Date: Thu, 14 Jul 2011 21:19:46 -0400 (EDT)
I'm having a little trouble with the Expectation function in
Mathematica. I'd like to calculate the expectation of the product of
two independent variables. One has a standard normal distribution, the
other is distributed F. It's obvious that the expectation is zero, but
when I put the problem to Mathematica, all it does is echo the input.
Here's the simplest way I've put the question:
Expectation[Z* F, F \[Distributed] FRatioDistribution[df, df], Z \
[Distributed] NormalDistribution[0, 1]]
Mathematica just echoes the input. I try adding some assumptions to
ensure that the variance of the F distribution is defined.
Assuming[{df >= 3, df \[Element] Integers}, %]
And Mathematica just echoes the input again.
The other way to do this is to use TransformedDistribution and then
use Mean. I get the same result that way.
The problem I actually want to solve is more complicated, of course,
but today I'll settle for solving the easier version. Many thanks for
any pointers.
- Follow-Ups:
- Re: Expectation function
- From: Darren Glosemeyer <darreng@wolfram.com>
- Re: Expectation function