Well, it's trivial to simulate, and for n=250000, for example, I get a mean of 6.875. Depending on your needs, you can choose a much larger sample to make it more precise, or, as Chuck suggested, try numerical integration.
Cheers, Bert Bert Gunter "Data is not information. Information is not knowledge. And knowledge is certainly not wisdom." -- Clifford Stoll On Sat, Aug 29, 2015 at 2:00 PM, Charles C. Berry <ccbe...@ucsd.edu> wrote: > On Sat, 29 Aug 2015, Shant Ch wrote: > >> Hello Dr. Berry, >> >> I know the theoretical side but note we are not talking about expectation >> of sums rather expectation of ABSOLUTE value of the function >> (X1/3+X2/3+X3/3-X4), i.e. E|X1/3+X2/3+X3/3-X4| , I don't think this can >> be handled for log normal distribution by integrals by hand. >> > > Sorry! My tired eyes missed the absolute value. > > FWIW, there are some quadrature packages on CRAN. > > Chuck > > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
