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require(distr)
options("newDevice"=TRUE)
if(!isGeneric("E"))
setGeneric("E",
function(object, fun) standardGeneric("E"))
setMethod("E",
signature(object = "AbscontDistribution",
fun = "function"),
function(object, fun){
integrand <- function(x) fun(x) * d(object)(x)
return(integrate(f = integrand,
lower = q.l(object)(0),
upper = q.l(object)(1))$value)
})
setMethod("E",
signature(object = "DiscreteDistribution",
fun = "function"),
function(object, fun){
supp = support(object)
return(sum(fun(supp) * d(object)(supp)))
})
# Example
id <- function(x) x
sq <- function(x) x^2
# Expectation and Variance of Binom(6,0.5)
B <- Binom(6, 0.5)
E(B, id)
E(B, sq) - E(B, id)^2
# Expectation and Variance of Norm(1,1)
N <- Norm(1, 1)
E(N, id)
E(N, sq) - E(N, id)^2
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