SkewNorm_gen.expect()

statsmodels.sandbox.distributions.extras.SkewNorm_gen.expect

SkewNorm_gen.expect(func=None, args=(), loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds)

Calculate expected value of a function with respect to the distribution.

The expected value of a function f(x) with respect to a distribution dist is defined as:

        ubound
E[x] = Integral(f(x) * dist.pdf(x))
        lbound

Parameters:

func : callable, optional Function for which integral is calculated. Takes only one argument. The default is the identity mapping f(x) = x. args : tuple, optional Argument (parameters) of the distribution. lb, ub : scalar, optional Lower and upper bound for integration. default is set to the support of the distribution. conditional : bool, optional If True, 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. Default is False. Additional keyword arguments are passed to the integration routine. :

Returns:

expect : float The calculated expected value.

Notes

The integration behavior of this function is inherited from integrate.quad.