Re: Expectation of ratio
- From: "kiwi" <kshoyer@xxxxxxxxx>
- Date: 26 Jul 2006 00:59:32 -0700
The only things i know is that x1,x2 are >0. in addition i got this
function as a results of derivation of another function and the alpha
from the lagranz multipliers.
So me equation is: -(1/x2)*exp(-x1/x2)+(1/x1)*(1-exp(-x1/x2))=alpha
i think that x1 and x2 are dependent.
Still don't have any clue how to get some mathematical formula for
E[x1/x2]..
thanks for the help and patience,
Kiwi
Ray Koopman wrote:
kiwi wrote:
F(x1,x2)=-(1/x2)*exp(-x1/x2)+(1/x1)*(1-exp(-x1/x2))=alpha.
i want to find the E[x1/x2] . is it possible at all to do it? how
should i do it? i want to be able to dervie some mathetaical formula
for this.
Integral_0^oo F(x1,x2)dx2 = 1 if x1 > 0,
so is F(x1,x2) the conditional density of x2|x1?
If so then what is the marginal density of x1?
If not then what is the joint density of (x1,x2}?
.
- References:
- Expectation of ratio
- From: kiwi
- Re: Expectation of ratio
- From: Ray Koopman
- Expectation of ratio
- Prev by Date: Re: For absolute beginners
- Next by Date: Re: Simple question
- Previous by thread: Re: Expectation of ratio
- Next by thread: Looking for a serious statistics project or venture.
- Index(es):
Relevant Pages
|
