Expected: Expectation of a function of random variables

Description Usage Arguments Value Examples

View source: R/Expected Value.R

Description

This function is an implementation of computing expected value for ramdon variables given function f.

Usage

1
Expected(f, rv)

Arguments

f

the function that we would need to compute its expected value

rv

the random variabel would be given

Value

the expected value of the given function

Examples

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f<- function(x) {ifelse(-1< x & x < 0, 3*x^2, 0)}
w=oneDSample1(f,50000,-1,0)
Expected(f,w)

f<- function(x) {1/pi/(1+x^2)}
w=oneDSample1(f,50000)
Expected(f,w)

jointPFF <- function(x){
x1 = x[1]
x2 = x[2]
ifelse(0<x1 & x1<1 & 0<x2 & x2<1 , 24*x1*x2, 0)}
w = twoDsample(f = jointPFF, N=10000,0,1,0,1)
g=function(x,y){x*y}
Expected(g,w)

f <- function(x){
x1 = x[1]
x2 = x[2]
ifelse(x2>0, 1/pi/(1+x1^2) * 0.05*exp(-0.05*x2), 0)}
w=twoDsample(f = f, N=10000)
g=function(x,y){x+y}
Expected(g,w)

zwang8889/project4800 documentation built on May 29, 2019, 12:20 p.m.