[R] Can R compute the expected value of a random variable?
roger koenker
roger at ysidro.econ.uiuc.edu
Sun Aug 27 19:17:57 CEST 2006
General questions elicit general answers; more specific questions
elicit more specific answers. For example,
> exp(2+9/2)
[1] 665.1416
url: www.econ.uiuc.edu/~roger Roger Koenker
email rkoenker at uiuc.edu Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
On Aug 27, 2006, at 11:52 AM, Paul Smith wrote:
> 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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