Recent content by xag
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Graduate 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}- xag
- Post #7
- Forum: Set Theory, Logic, Probability, Statistics
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Graduate 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.- xag
- Post #6
- Forum: Set Theory, Logic, Probability, Statistics
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Graduate 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?- xag
- Post #4
- Forum: Set Theory, Logic, Probability, Statistics
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Undergrad 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...- xag
- Post #2
- Forum: Set Theory, Logic, Probability, Statistics
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Graduate 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...- xag
- Post #3
- Forum: Set Theory, Logic, Probability, Statistics
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Graduate 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- xag
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- Expected value Value
- Replies: 6
- Forum: Set Theory, Logic, Probability, Statistics