Loading ...
Sorry, an error occurred while loading the content.

Re: How to find the mean and variance of 1/X?

Expand Messages
  • wilsonwxwu
    THANK YOU VERY MUCH!
    Message 1 of 5 , Nov 20, 2006
    • 0 Attachment
      THANK YOU VERY MUCH!


      --- In probability@yahoogroups.com, "zak_hi79" <zak_hi79@...> wrote:
      >
      > --- In probability@yahoogroups.com, wilson wu <wilsonwxwu@> wrote:
      > >Dear Friend,
      > I suggist to assume that y=1/x and make a transformation to this new
      > r.v (y) and find f(y) then you can find the mean and variance.
      >
      > I will try to find it but it will take some times
      > All my best
      > ZAKaRIA
    • mahe_iima
      ... new ... Hi If X 0, ie. X assumes only positive values and E(X) and E(1/X)exist then E(1/X) = 1/E(X)because 1/X is a convex function.
      Message 2 of 5 , Nov 20, 2006
      • 0 Attachment
        --- In probability@yahoogroups.com, "zak_hi79" <zak_hi79@...> wrote:
        >
        > --- In probability@yahoogroups.com, wilson wu <wilsonwxwu@> wrote:
        > >Dear Friend,
        > I suggist to assume that y=1/x and make a transformation to this
        new
        > r.v (y) and find f(y) then you can find the mean and variance.
        >
        > I will try to find it but it will take some times
        > All my best
        > ZAKaRIA
        > > Excuse me.
        > >
        > > I have worked this question several days.
        > >
        > > Assume X follow a NORMAL distribution with mean A and variance B,
        > how to find the the mean and variance of 1/X?
        > >
        > > Thank you very much.

        Hi
        If X >0, ie. X assumes only positive values and E(X) and E(1/X)exist
        then E(1/X)>= 1/E(X)because 1/X is a convex function.


        > >
        > > Best wishes,
        > >
        > > Wilson
        > >
        > >
        > > Wilson Weixing Wu
        > >
        > > School of Finance and Banking,
        > > University of International Business and Economics,
        > > Beijing 100029, China
        > >
        > >
        > > Tel. 0086-10-64495048 (office)
        > >
        > > Fax. 0086-10-64495059
        > >
        > > Email: wxwu@
        > >
        > > Email: Wilsonwxwu@
        > >
        > > ---------------------------------
        > > ÇÀ×¢ÑÅ»¢Ãâ·ÑÓÊÏä-3.5GÈÝÁ¿£¬20M¸½¼þ£¡
        > >
        > > [Non-text portions of this message have been removed]
        > >
        >
      Your message has been successfully submitted and would be delivered to recipients shortly.