On 8/29/2015 4:00 PM, Charles C. Berry 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.
Have you looked at "distr" and related packages on CRAN?
Spencer Graves
Sorry! My tired eyes missed the absolute value.
FWIW, there are some quadrature packages on CRAN.
Chuck
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