[SciPy-User] generic expectation operator
nicky van foreest
vanforeest@gmail....
Thu Aug 23 11:36:00 CDT 2012
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
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