Aug. 23, 2012
5:11 p.m.
Hi, I noticed that rv_frozen does not have an expect attribute. Is there a design reason for this? It feels somewhat unnatural to me that frozen distributions cannot be used directly to compute expectations. bye Nicky On 23 August 2012 18:36, nicky van foreest <vanforeest@gmail.com> wrote:
Hi Josef,
Thanks for your answers.
return scipy.integrate.quad(lambda x: x*g(x), X.dist.a, X.dist.b)
X = stats.norm(3,sqrt(3)) print E(sqrt, X)
I don't know why this works, sqrt of a normal distributed random variable has lots of nans (or complex numbers)
You are right, it shouldn't work. The point is that my code above is this: lambda x: x*g(x), while it should have been lambda x: f(x)*g(x).
I'll give expect a try.
Nicky