--- 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]

> >

>