On Aug 29, 2015, at 11:35 AM, Shant Ch via R-help 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. >
To Shnant Ch; I admit to puzzlement (being a humble country doctor). Can you explain why there should be a difference between the absolute value of an expectation for a sum of values from a function, in this case dlnorm, that is positive definite versus an expectation simply of the sum of such values? -- David Winsemius Alameda, CA, USA ______________________________________________ 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.