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

From: Paul Smith <phhs80_at_gmail.com>
Date: Mon 28 Aug 2006 - 02:52:15 EST

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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