Expectation of (aX-bY) ?

nikozm · December 17th, 2013, 12:39 PM

Hello,

I 'm trying to express the following in integral form:

E[a/X-b/Y], where E[.] stands for the expectation operator.

Let a,b be some nonnegative constants and X,Y are independent nonnegative Gamma distributed random variables.

Any help would be useful.

Thanks in advance

mathman · December 17th, 2013, 12:56 PM

Saw your post in Physics Forums. Comment applies here.

nikozm · December 17th, 2013, 01:01 PM

i 'm interested in evaluating the second on (i.e., a/X - b/Y). Can you be more specific ? the addition formula with what integration bounds exactly?
what if i would use the expectation of X and Y seperately (i.e, E[c/X]-E[b/Y])?

mathman · December 18th, 2013, 01:07 PM

Answered (by me) in Physics Forum.

December 17th, 2013, 12:39 PM	#1
nikozm Newbie Joined: Nov 2013 Posts: 8 Thanks: 0	Expectation of (aX-bY) ? Hello, I 'm trying to express the following in integral form: E[a/X-b/Y], where E[.] stands for the expectation operator. Let a,b be some nonnegative constants and X,Y are independent nonnegative Gamma distributed random variables. Any help would be useful. Thanks in advance
$nikozm is offline$

December 17th, 2013, 12:56 PM	#2
mathman Global Moderator Joined: May 2007 Posts: 6,558 Thanks: 602	Re: Expectation of (aX-bY) ? Saw your post in Physics Forums. Comment applies here.
$mathman is offline$

December 17th, 2013, 01:01 PM	#3
nikozm Newbie Joined: Nov 2013 Posts: 8 Thanks: 0	Re: Expectation of (aX-bY) ? i 'm interested in evaluating the second on (i.e., a/X - b/Y). Can you be more specific ? the addition formula with what integration bounds exactly? what if i would use the expectation of X and Y seperately (i.e, E[c/X]-E[b/Y])?
$nikozm is offline$

December 18th, 2013, 01:07 PM	#4
mathman Global Moderator Joined: May 2007 Posts: 6,558 Thanks: 602	Re: Expectation of (aX-bY) ? Answered (by me) in Physics Forum.
$mathman is offline$

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