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