[R] Multiple Integrals

[Bert Gunter]

Well, it's trivial to simulate, and for n=250000, for example,  I get
a mean of 6.875. Depending on your needs, you can choose a much larger
sample to make it more precise, or, as Chuck suggested, try numerical
integration.


Cheers,
Bert
Bert Gunter

"Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom."
   -- Clifford Stoll


On Sat, Aug 29, 2015 at 2:00 PM, Charles C. Berry <ccberry at ucsd.edu> wrote:
> On Sat, 29 Aug 2015, Shant Ch wrote:
>
>> Hello Dr. Berry,
>>
>> I know the theoretical side but note we are not talking about expectation
>> of sums rather expectation of ABSOLUTE value of the function
>> (X1/3+X2/3+X3/3-X4), i.e. E|X1/3+X2/3+X3/3-X4| , I don't think this can
>> be handled for log normal distribution by integrals by hand.
>>
>
> Sorry! My tired eyes missed the absolute value.
>
> FWIW, there are some quadrature packages on CRAN.
>
> Chuck
>
>
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