[R] Can R compute the expected value of a random variable?
Paul Smith
phhs80 at gmail.com
Sun Aug 27 18:52:15 CEST 2006
On 8/26/06, Mike Nielsen <mr.blacksheep at 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
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