Statistics[ExpectedValue] - compute expected values
|
Calling Sequence
|
|
ExpectedValue(A, f, ds_options)
ExpectedValue(M, f, ds_options)
ExpectedValue(X, f, rv_options)
ExpectedValue(X, rv_options)
|
|
Parameters
|
|
A
|
-
|
Array; data sample
|
M
|
-
|
Matrix data set
|
X
|
-
|
algebraic; distribution, random variable
|
f
|
-
|
operator; any function
|
ds_options
|
-
|
(optional) equation(s) of the form option=value where option is one of ignore, or weights; specify options for computing the expected value of a data set
|
rv_options
|
-
|
(optional) equation of the form numeric=value; specifies options for computing the expected value of a random variable
|
|
|
|
|
Description
|
|
•
|
For a data set, represented as an Array A or a Matrix data set M, the ExpectedValue function computes the expected value of f with respect to the sample distribution of A or of the columns of M, respectively.
|
•
|
For a random variable X the ExpectedValue command computes the expected value of f(X). If X is an expression involving random variables, then the expected value of X is computed.
|
•
|
The first parameter X is a random variable or an algebraic expression involving random variables.
|
•
|
The second parameter is a function.
|
|
|
Computation
|
|
•
|
By default, all computations involving random variables are performed symbolically (see option numeric below).
|
•
|
All computations involving data are performed in floating-point; therefore, all data provided must have type[realcons] and all returned solutions are floating-point, even if the problem is specified with exact values.
|
|
|
Data Set Options
|
|
|
The ds_options argument can contain one or more of the options shown below. More information for some options is available in the Statistics[DescriptiveStatistics] help page.
|
•
|
ignore=truefalse -- This option controls how missing data is handled by the ExpectedValue command. Missing items are represented by undefined or Float(undefined). So, if ignore=false and A contains missing data, the ExpectedValue command will return undefined. If ignore=true all missing items in A will be ignored. The default value is false.
|
•
|
weights=Vector -- Data weights. The number of elements in the weights array must be equal to the number of elements in the original data sample. By default all elements in A are assigned weight .
|
|
|
Random Variable Options
|
|
|
The rv_options argument can contain one or more of the options shown below. More information for some options is available in the Statistics[RandomVariables] help page.
|
•
|
numeric=truefalse -- By default, the expected value is computed using exact arithmetic. To compute the expected value numerically, specify the numeric or numeric = true option.
|
|
|
Compatibility
|
|
•
|
The M parameter was introduced in Maple 16.
|
|
|
Examples
|
|
>
|
|
>
|
|
>
|
|
>
|
|
| (1) |
>
|
|
| (2) |
>
|
|
| (3) |
>
|
|
>
|
|
>
|
|
| (4) |
>
|
|
| (5) |
Consider the following Matrix data set.
>
|
|
| (6) |
We compute the expected value of the natural logarithm of each of the column data sets.
>
|
|
| (7) |
|
|
References
|
|
|
Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.
|
|
|
Download Help Document
Was this information helpful?