How can i get the mean of the function using symbolic maths in MATLAB
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i am interested to find the mean of the distribution but I am unable to get it.Could anybody help me to figure out where I am doing the mistake?
f=@(a,b,x)1./(x*b*sqrt(2*pi)).*exp(-((log(x)-a)./(sqrt(2)*b)).^2)
I am interested to find E(X) in symbolic form.
i know from the existing literature E(X)=exp(a+b^2/2) but i am not getting this answer. I am using the the function int(f,x,[0,inf]) by assuming that a is real value constant, b is greater and equal to zero.
Thanks
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John D'Errico
2017-4-26
Note that if P(x) is a PDF on the domain [0,inf], then the expected value of the corresponding random variable is gotten from
int(P(x)*x,x,[0,inf])
To start with, it looks like you forgot to multiply by x.
A quick look at the PDF shows that you seem to be looking for the expected value of a lognormal distribution.
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