Recent content by xag

  1. X

    Expected value on subset of Pareto

    Thank you so much. In both cases I find \mathbb{E}\left[X|X\leq a\right]= \frac{k}{k - 1} \frac{a ^ k - a}{a ^ k - 1}
  2. X

    Expected value on subset of Pareto

    Forget this post: the thing I integrated was x * dF(x) and moreover the result I gave here is wrong.
  3. X

    Expected value on subset of Pareto

    Ok. It seems I got all the way to the finish line and stopped just before : I guess I just had to integrate the probability density function between 1 and a (it's defined between 1 and +oo). It gives : (a ^(1 - k) - 1) * k / (1 - k) Can anyone confirm?
  4. X

    Test whether matrixes are equal

    1) If A is your set of n items, For (a1, a2) in AxA and a date t in R, att(a1, a2, t) in R gives the attraction (>0) or repulsion (<0) between a1 and a2 at date t. Build a vector V in AxA that spans all possible (a1, a2) with a1 and a2 both in A. V = (v1, ..., vn*n). Now for each t in R, you...
  5. X

    Expected value on subset of Pareto

    Hi Pere - What I'm looking for is a mean value. I found out that the samples of interest belong to a larger set that roughly follow a Pareto distribution, and that among this larger set, the samples of interest are the ones whose values are below a certain number, 'a'. I can estimate the...
  6. X

    Expected value on subset of Pareto

    Hi - I have a Pareto distribution X (xm=1, k known)*. High-value samples are filtered out and I want the expected value of the remaining. Namely: E[X|X<a]. *Wikipedia notations Many thanks in advance. Xavier
Top