Paul Smith
2006-Aug-26 19:01 UTC
[R] 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
Mike Nielsen
2006-Aug-26 19:04 UTC
[R] Can R compute the expected value of a random variable?
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
Paul Smith
2006-Aug-27 16:52 UTC
[R] Can R compute the expected value of a random variable?
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
roger koenker
2006-Aug-27 17:17 UTC
[R] Can R compute the expected value of a random variable?
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.
Gabor Grothendieck
2006-Aug-27 17:24 UTC
[R] Can R compute the expected value of a random variable?
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.