Expectation of a Random Variable

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Description

rvmean

Usage

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  rvmean(x)
  E(x)
  Pr(X)

Arguments

x

an rv object

X

a logical rv object

Details

rvmean computes the means of the simulations of all individual components of a random vector (rv) object.

E is an alias for rvmean, standing for “Expectation.”

Pr is another alias for rvmean, standing for “Probability of”; suggested to be used when the argument is a logical statement involving random variables (that is, a description of an event such as x>0 or x>y). Then Pr(x>0) gives the probability of the event “x>0”. The statement x>0 returns a Bernoulli (indicator) random variable object (having 1/0 or TRUE/FALSE values) and the expectation of such variable is just the probability of the event where the indicator is one.

Value

A numerical vector with the same dimension as x.

Author(s)

Jouni Kerman jouni@kerman.com

References

Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.

See also vignette("rv").

See Also

mean.rv: distribution of the arithmetic mean of a vector; rvmin, rvmax, rvmedian, link{rvvar}, rvsd.

Examples

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  x <- rvnorm(mean=(1:10)/5, sd=1)
  rvmean(x)  # means of the 10 components
  E(x)       # same as rvmean(x)
  Pr(x>1)    # probabilities that each component is >1.

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