Edist: Expected value of a distribution

In popmoments: Population-level moments

Description

Calculate or approximate the expected value of a distribution. If support is missing, it is assumed that the support is continuous and integrate is used to approximate the expected value. If the support is countably infinite, then support should be chosen to reduce the error associated numerically approximating infinite sums.

Usage

Edist(dfunc, lower = -Inf, upper = Inf, support, ...)

Arguments

dfunc	Function that takes a random variable as its first argument and returns its probability (if support in not missing or probability density (if support is missing).
lower	Lower limit of the continuous support of the distribution (only has an effect if support is missing).
upper	Upper limit of the continuous support of the distribution (only has an effect if support is missing).
support	Values at which to evaluate a distribution with discrete support.
...	Additional arguments to pass to dfunc.

Value

The value of the expected value of dfunc (if support is not missing) or an approximation to the expected value supplied by integrate (if support is missing).

Examples

Edist(dnorm) # exactly 0
Edist(dpois, lambda = 1, support = 0:3) # bad approximation to 1
Edist(dpois, lambda = 1, support = 0:100) # (numerically) exactly 1
Edist(dbinom, size = 4, prob = 0.51, support = 0:4)
Edist(dgamma, lower = 0, shape = 2.3, scale = 0.2)
Edist(sin, lower = -1, upper = 1)

popmoments documentation built on May 2, 2019, 5 p.m.