MATLAB Central Newsreader - statistics

statistics

Hesham — Sat, 02 Feb 2008 16:43:02 -0500

Hi all,
I am looking for an approximation a formula for calculating
the mean and variance of x , x^2 , x^3 , x^4 , when x is a
random variable with normal distribution with ux & varx.
If someone can help, please do.
Thanks
Hesham

Re: statistics

Roger Stafford — Sat, 02 Feb 2008 17:48:01 -0500

"Hesham " <heltaher.nospam@mathworks.com> wrote in message <fo26im
$q2g$1@fred.mathworks.com>...
> Hi all,
> I am looking for an approximation a formula for calculating
> the mean and variance of x , x^2 , x^3 , x^4 , when x is a
> random variable with normal distribution with ux & varx.
> If someone can help, please do.
> Thanks
> Hesham
-----------
See http://en.wikipedia.org/wiki/Normal_distribution#Moments

Re: statistics

Roger Stafford — Sat, 02 Feb 2008 19:12:01 -0500

"Roger Stafford" <ellieandrogerxyzzy@mindspring.com.invalid> wrote in
message <fo2ach$bvp$1@fred.mathworks.com>...
> "Hesham " <heltaher.nospam@mathworks.com> wrote in message <fo26im
> $q2g$1@fred.mathworks.com>...
> > Hi all,
> > I am looking for an approximation a formula for calculating
> > the mean and variance of x , x^2 , x^3 , x^4 , when x is a
> > random variable with normal distribution with ux & varx.
> > If someone can help, please do.
> > Thanks
> > Hesham
> -----------
> See http://en.wikipedia.org/wiki/Normal_distribution#Moments
----------
The above Wikipedia moment formulas will give you the same answers that John
D'Errico gave you in the "Mean and Variance" thread.

Roger Stafford

Re: statistics

Nasser Abbasi — Sat, 02 Feb 2008 19:29:10 -0500

"Hesham " <heltaher.nospam@mathworks.com> wrote in message
news:fo26im$q2g$1@fred.mathworks.com...
> Hi all,
> I am looking for an approximation a formula for calculating
> the mean and variance of x , x^2 , x^3 , x^4 , when x is a
> random variable with normal distribution with ux & varx.
> If someone can help, please do.
> Thanks
> Hesham

In additions to the references mentioned, I have a table of functions of X
for different distributions below. This was generated using Mathematica.
(middle of the page). It contains the formula for E(f(x)) and Var( f(X))
(no approximation needed, these are exact formulas)

http://12000.org/my_notes/math_502_material/chart_of_distributions/HTML/chart_of_distributions.html

I have few other related statistics material on this page
http://12000.org/my_notes/math_502_material/index.htm

hth
Nasser