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December 17th, 2013, 12:39 PM   #1
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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, 12:56 PM   #2
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Re: Expectation of (aX-bY) ?

Saw your post in Physics Forums. Comment applies here.
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December 17th, 2013, 01:01 PM   #3
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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, 01:07 PM   #4
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Re: Expectation of (aX-bY) ?

Answered (by me) in Physics Forum.
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