calculating power of a random variable following any distribution (specifically Gamma Gamma distribution)
7 visualizzazioni (ultimi 30 giorni)
Mostra commenti meno recenti
I have generated a gamma gamma random variable using
y=[1,10];
g1=gamrnd(4.08,1/4.08,y);
g2=gamrnd(1.47,1/1.47,y);
g3=g1.*g2;
How to calculate power of this GG random variable??
Answer is appreciated.
Thank you.
4 Commenti
Jeff Miller
il 4 Giu 2020
If you want, you can compute
x = mean(g3.^2)
but that is just a sample value corresponding to the particular random g1 and g2 that you generated. Computing the expected value of g3.^2 over all possible samples is much more work, if that is what you actually need.
Risposte (1)
Shivam Kumar Singh
il 11 Giu 2020
Assuming that by power you mean Mean Squared value of the distribution.
You can use
mean(x.^2)
Notice .^ and not ^. It means you are dowing an element wise operation.
2 Commenti
Shivam Kumar Singh
il 14 Giu 2020
I assume by power you mean X^n where n is a number. For this you can use E(x^n). In matlab you can use mean(X.^n) to get it.
Vedere anche
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!