[R] Expectation of E(x^1/2)

[Charles C. Berry]

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]]
>
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Charles C. Berry                            (858) 534-2098
                                             Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu	            UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 92093-0901