Expected: Expectation of a function of random variables

In zwang8889/project4800: This package generate the graphs for oneDsample and twoDsample, also calculate the expect value and the probability

Description

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

Usage

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

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.