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| From | "Tonja Krueger" <tonja.krueger@web.de> |
| Newsgroups | comp.soft-sys.math.mathematica |
| Subject | Expected value of the Geometric distribution |
| Date | Tue, 3 May 2011 12:22:33 +0000 (UTC) |
| Organization | Steven M. Christensen and Associates, Inc and MathTensor, Inc. |
| Sender | steve@smc.vnet.net |
| Approved | Steven M. Christensen <steve@smc.vnet.net>, Moderator |
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| Lines | 15 |
| NNTP-Posting-Date | 03 May 2011 11:23:22 GMT |
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Dear everybody,
Thank you all for your kind help. But I'm still stuck trying to find the expected value for a continuous distribution like the Gumbel distribution or GEV, Weibull.
Moment[GumbelDistribution[\[Alpha], \[Beta]], 1]
gives this as result:
\[Alpha] - EulerGamma \[Beta]
But when I try using
Integrate[ E^(-E^(-((x - \[Mu])/\[Beta])) - (x - \[Mu])/\[Beta])/\[Beta]* x, {x, -\[Infinity], \[Infinity]}]
This is what I get:
ConditionalExpression[\[Beta] (EulerGamma + Log[E^(\[Mu]/\[Beta])] - E^-E^((\[Mu]/\[Beta])) Log[E^(-(\[Mu]/\[Beta]))] + Log[E^(\[Mu]/\[Beta])])), Re[\[Beta]] > 0]
I am stumped.
Tonja
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Expected value of the Geometric distribution "Tonja Krueger" <tonja.krueger@web.de> - 2011-05-03 12:22 +0000 Re: Expected value of the Geometric distribution Peter Breitfeld <phbrf@t-online.de> - 2011-05-04 23:48 +0000
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