[R] Multiple Integrals

[David Winsemius]

On Aug 29, 2015, at 11:35 AM, Shant Ch via R-help 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.
> 

To Shnant Ch;

I admit to puzzlement (being a humble country doctor). Can you explain why there should be a difference between the absolute value of an expectation for a sum of values from a function, in this case dlnorm,  that is positive definite versus an expectation simply of the sum of such values?

-- 

David Winsemius
Alameda, CA, USA