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From: "anja.ende@googlemail.com" <anja.ende@googlemail.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: question about the expected value of this distribution
Date: Sun, 11 Mar 2012 14:10:34 -0700 (PDT)
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On Mar 8, 2:33 pm, "Matt J " <mattjacREM...@THISieee.spam> wrote:
> "anja.e...@googlemail.com" <anja.e...@googlemail.com> wrote in message <63344cb9-ead9-4235-bb13-de80516e0...@q11g2000vbu.googlegroups.com>...
>
> > I have a joint entropy like expression as follows:
>
> > F(B|A) = integral[-inf +inf] P(B>b|A) log P(B>b|A)
>
> ================
>
> Is the integration w.r.t. b? If not then what? And if so, shouldn't F simply be a function of the single random variable A?
>
> F(A) = integral[-inf +inf] P(B>b|A) log P(B>b|A)
>
> I'll assume so below.
>
> > Now, what would be the expected value of this expression i.e. E(F(B|
> > A)). Would it be simply scaling over the sum of each of the rows and
> > columns? I am somehow getting very confused with this.
>
> ================
>
> E(F(A))= sum F(A) P(A)
>
> The probabilities P(A) can just be obtained as the marginal of your
> joint distribution P(A,B).

Thank you very much for the reply Matt!