Hello Everyone,
I was wondering if someone could help me in using S-Plus (6, Windows) to
compute the means of functions of Normal random variables.
Another question, somewhat related to the first one concerns a theorem that
I found (Theorem B.20 in Linear Regression, J. Grob, Springer), which says
that the E{f(z'z)z} = mE{f(x)}, where z~N(m,I) is n-dimensional vector, and
x is chi-square with n+2 d.f. and non-centrality parameter m'm/2. There is
restriction on n in the statement of the theorem, but I was wondering if it
would hold when f(y) = 1/y, and n = 1, i.e. when z is a scalar ?
Thanks for you help
Nikolay
----- Original Message -----
From: "Ping Zhang" <pingzhang@avaya.com>
To: <s-news@lists.biostat.wustl.edu>
Sent: Friday, January 23, 2004 7:19 PM
Subject: [S] mle functions or optimization routines
> In Splus, there is a function called nlminb() that can be used to
> solve arbitrary optimization problems and hence solving for MLE estimates.
> Does R have anything similar?
> Ping Zhnag
> Avaya Labs
>
>
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