Re: [R] Can R compute the expected value of a random variable?

From: roger koenker <roger_at_ysidro.econ.uiuc.edu>
Date: Mon 28 Aug 2006 - 03:17:57 EST

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@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@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
>
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R-help@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. Received on Mon Aug 28 04:32:46 2006

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