6.3.14.2.2.1.5. statsmodels.sandbox.distributions.transformed.LogTransf_gen.expect

LogTransf_gen.expect(fn=None, args=(), loc=0, scale=1, lb=None, ub=None, conditional=False)

calculate expected value of a function with respect to the distribution

location and scale only tested on a few examples

Parameters:

all parameters are keyword parameters

fn

: function (default: identity mapping)

Function for which integral is calculated. Takes only one argument.

args

: tuple

argument (parameters) of the distribution

lb, ub

: numbers

lower and upper bound for integration, default is set to the support of the distribution

conditional

: boolean (False)

If true then the integral is corrected by the conditional probability of the integration interval. The return value is the expectation of the function, conditional on being in the given interval.

Returns:

expected value : float

Notes

This function has not been checked for it’s behavior when the integral is not finite. The integration behavior is inherited from scipy.integrate.quad.