Hi,
You may want to try the double exponential transformation on the numerator and
the denominator on this one.
The method is described in detail here:
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.prims/1145474600
If you want to give it a shot outside
On 02/01/2009 6:37 AM, Allan Clark wrote:
hello all
happy new year and hope you r having a good holiday.
i would like to calculate the expectation of a particular random variable and would like to approximate it using a number of the functions contained in R. decided to do some experimentat
hello all
happy new year and hope you r having a good holiday.
i would like to calculate the expectation of a particular random variable and
would like to approximate it using a number of the functions contained in R.
decided to do some experimentation on a trivial example.
example
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