[SciPy-User] generic expectation operator
Thu Aug 23 12:24:26 CDT 2012
On Thu, Aug 23, 2012 at 1:11 PM, nicky van foreest <firstname.lastname@example.org> wrote:
> 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.
oversight to add it, I guess.
can be added and it can delegate like in the other methods. PR welcome.
(I almost never work with frozen distribution and didn't see this.)
> On 23 August 2012 18:36, nicky van foreest <email@example.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.
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