[R] Multiple Integrals

Jeff Newmiller jdnewmil at dcn.davis.CA.us
Sun Aug 30 02:55:06 CEST 2015


X4 is being subtracted, not added.
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Sent from my phone. Please excuse my brevity.

On August 29, 2015 5:24:55 PM PDT, David Winsemius <dwinsemius at comcast.net> wrote:
>
>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?



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