On Sat, 10 Apr 2010, Haneef Anver wrote:
Hi all,
I am trying to find the expectation of x^1/2 where x~N(a,b) ( Normal with mean
a and variance b).
Any feedback would be highly appreciated.
Start by constructing plots of x vs Re(sqrt(x)) and x vs Im(sqrt(x)) for
-1 < x < 1. Do it by hand.
With that plot as a hint you will see how to use integrate() to find the
answer.
See
?integrate
BTW, you can get both the real and imaginary compoenents with one call to
integrate().
HTH,
Chuck
Have great day !
Haneef
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org 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.
Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:cbe...@tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901
______________________________________________
R-help@r-project.org 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.
