[R] Can R compute the expected value of a random variable?

[roger koenker]

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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