the expectation I want to find.
On Saturday, August 29, 2015 7:24 PM, David Winsemius
wrote:
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 expectat
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.
Shant
Hello all,
For a study I want to find E|X1/3+X2/3+X3/3-X4| for variables following
lognormal distribution. To get the value we need to use four integrals. This is
the code which I is used
fx<-function(x){
dlnorm(x,meanlog=2.185,sdlog=0.562)
}
U31<-integrate(function(y1) { sap
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