Thomas,
Thanks for enlighting me about using pnorm.The reason I was going to
use the double integral was for the cumulative distribution fuction F(X)
in the formula. I just tried your method, and it worked which saved me a
lot of time.
Thanks.
Kyong
On Thu, Dec 6, 2012 at 3:41 PM, Thomas Stew
Kyong-
It isn't clear to me why are you using a double integral. You have the pdf
and your goal is to calculate the expected value of a univariate random
variable (the first order statistic).
Shouldn't the expected value be E[X_(1)] = int x * 5 * f(x) *
(1-F(x))^4 dx? A single integral?
Here
Hi R users,
Id like to get an expected value for a minimum value from order
statistics of sample size, say, 5 for standard normal distribution, and the
formula would be 5* Integral (from -inf to Inf) x*f(x)* (1-F(x))^4,where
f(x) and F(x) are a standard normal density and a cumulative dist
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