[SciPy-User] generic expectation operator

nicky van foreest vanforeest@gmail....
Thu Aug 23 12:11:58 CDT 2012


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.



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

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