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List:       r-help
Subject:    Re: [R] Fw:  Multiple Integrals
From:       David Winsemius <dwinsemius () comcast ! net>
Date:       2015-08-30 22:48:46
Message-ID: 614C46E5-2BB7-403F-916A-B7CF2B9E49A8 () comcast ! net
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On Aug 30, 2015, at 8:41 AM, Shant Ch via R-help wrote:

> Thank you very much to all for all your responses.
> 
> @Dr. Winsemius, E[f(X)] >=f(E(X)) if f is convex. Now we know |x| is convex \
> function, so clearly in this scenario if we compute the expectation of the \
> ((X1+X2+X3)/3-X4) and then take the absolute, then, we will get a lower bound of \
> the expectation I want to find.  

I understood the error in my thinking when Jeff Newmiller pointed out the minus sign \
that I had missed.

Thanks;
David.


> On Saturday, August 29, 2015 7:24 PM, David Winsemius <dwinsemius@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? 
> -- 
> 
> David Winsemius
> Alameda, CA, USA
> 
> 
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
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David Winsemius
Alameda, CA, USA

______________________________________________
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