[R] Expectation of E(x^1/2)

Charles C. Berry cberry at tajo.ucsd.edu
Sun Apr 11 05:24:28 CEST 2010

On Sat, 10 Apr 2010, Haneef Anver wrote:

> Hi all,
> I am trying to find the expectation of x^1/2 where x~N(a,b) ( Normal with mean a and variance b).
> Any feedback would be highly appreciated.

Start by constructing plots of x vs Re(sqrt(x)) and x vs Im(sqrt(x)) for 
-1 < x < 1. Do it by hand.

With that plot as a hint you will see how to use integrate() to find the 



BTW, you can get both the real and imaginary compoenents with one call to 



> Have great day !
> Haneef
> 	[[alternative HTML version deleted]]
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Charles C. Berry                            (858) 534-2098
                                             Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu	            UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 92093-0901

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