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random variables

  • To: mathgroup at smc.vnet.net
  • Subject: [mg120451] random variables
  • From: paulvonhippel at yahoo <paulvonhippel at yahoo.com>
  • Date: Sat, 23 Jul 2011 19:52:50 -0400 (EDT)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com

I would like to define a symbol representing a random variable, and
then use that symbol in other expressions. It's not clear to me how to
do that. For example, when I type the following input --

 U = ChiSquareDistribution[n - 1]
 V = 2*U
 W = 3*U
 Mean[V]
 Mean[W]

-- I do not get the mean of the random variables V and W. I know I can
get the desired answer by typing:

V = TransformedDistribution[2*U,
  U \[Distributed] ChiSquareDistribution[n - 1]]
W = TransformedDistribution[3*U,
  U \[Distributed] ChiSquareDistribution[n - 1]]
 Mean[V]
 Mean[W]

But that requires me to redefine the distribution of U every time I
need it.

Is there a way to define U just once?




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