From: Paul Smith <phhs80_at_gmail.com>

Date: Mon 28 Aug 2006 - 02:52:15 EST

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 06:31:30 2006

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

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 06:31:30 2006

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