expectation.dist: Expectation of a Function Applied to a 'dist' Object

In algebraic.dist: Algebra over Probability Distributions

Expectation of a Function Applied to a dist Object

Description

Expectation operator applied to x of type dist with respect to a function g. Optionally, constructs a confidence interval for the expectation estimate using the Central Limit Theorem.

Usage

## S3 method for class 'dist'
expectation(x, g = function(t) t, ..., control = list())

Arguments

x	A dist object.
g	Characteristic function of interest, defaults to identity.
...	Additional arguments to pass to g.
control	A list of control parameters: compute_stats - Logical, whether to compute CIs for the expectations, defaults to FALSE n - Integer, the number of samples to use for the MC estimate, defaults to 10000L alpha - Real, the significance level for the confidence interval, defaults to 0.05

Value

If compute_stats is FALSE, then the estimate of the expectation, otherwise a list with the following components: value - The estimate of the expectation ci - The confidence intervals for each component of the expectation n - The number of samples

Examples

# MC expectation of X^2 where X ~ Exp(1)
set.seed(1)
ex <- exponential(1)
expectation(ex, g = function(t) t^2)

algebraic.dist documentation built on Feb. 27, 2026, 5:06 p.m.