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December 17th, 2013, 01:39 PM | #1 |
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 |
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December 17th, 2013, 01:56 PM | #2 |
Global Moderator Joined: May 2007 Posts: 6,683 Thanks: 658 | Re: Expectation of (aX-bY) ?
Saw your post in Physics Forums. Comment applies here.
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December 17th, 2013, 02:01 PM | #3 |
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])? |
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December 18th, 2013, 02:07 PM | #4 |
Global Moderator Joined: May 2007 Posts: 6,683 Thanks: 658 | Re: Expectation of (aX-bY) ?
Answered (by me) in Physics Forum.
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