R help - Aug 2006 - Can R compute the expected value of a random variable?

Dear All

Can R compute the expected value of a random variable?

Thanks in advance,

Paul

Yes.

On 8/26/06, Paul Smith <phhs80 at gmail.com>
wrote:
> Dear All
>
> Can R compute the expected value of a random variable?
>
> Thanks in advance,
>
> Paul
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

-- 
Regards,

Mike Nielsen

On 8/26/06, Mike Nielsen <mr.blacksheep at gmail.com>
wrote:
> Yes.
>
> > Can R compute the expected value of a random variable?
Mike: thank you very much indeed for your so insightful and complete
answer. I have  meanwhile deepened my research and, as a consequence,
I have found the following solution, which seems to work fine:
> integrand <- function(x){x*dlnorm(x,meanlog=2,sdlog=3)}
> integrate(integrand,-Inf, Inf)
665.146 with absolute error < 0.046
>
There is also a package apt to calculate expected values: it is called
distrEx. (Thanks, Matthias.)

Paul

General questions elicit general answers; more specific questions
elicit more specific answers.    For example,

 > exp(2+9/2)
[1] 665.1416

url:    www.econ.uiuc.edu/~roger                Roger Koenker
email   rkoenker at uiuc.edu                       Department of Economics
vox:    217-333-4558                            University of Illinois
fax:    217-244-6678                            Champaign, IL 61820


On Aug 27, 2006, at 11:52 AM, Paul Smith wrote:
> On 8/26/06, Mike Nielsen <mr.blacksheep at gmail.com> wrote:
>> Yes.
>>
>>> Can R compute the expected value of a random variable?
>
> Mike: thank you very much indeed for your so insightful and complete
> answer. I have  meanwhile deepened my research and, as a consequence,
> I have found the following solution, which seems to work fine:
>
>> integrand <- function(x){x*dlnorm(x,meanlog=2,sdlog=3)}
>> integrate(integrand,-Inf, Inf)
> 665.146 with absolute error < 0.046
>>
>
> There is also a package apt to calculate expected values: it is called
> distrEx. (Thanks, Matthias.)
>
> Paul
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting- 
> guide.html
> and provide commented, minimal, self-contained, reproducible code.

On 8/27/06, Paul Smith <phhs80 at gmail.com>
wrote:
> On 8/26/06, Mike Nielsen <mr.blacksheep at gmail.com> wrote:
> > Yes.
> >
> > > Can R compute the expected value of a random variable?
>
> Mike: thank you very much indeed for your so insightful and complete
> answer.
Answers are often in proportion to the questions that solicited them.
Suggest you read the posting guide (link near bottom of every message
to r-help) or at least read the advice in the last line on every message to
r-help.