Extreme Optimization™: Complexity made simple.

Math and Statistics
Libraries for .NET

  • Home
  • Features
    • Math Library
    • Vector and Matrix Library
    • Statistics Library
    • Performance
    • Usability
  • Documentation
    • Introduction
    • Math Library User's Guide
    • Vector and Matrix Library User's Guide
    • Data Analysis Library User's Guide
    • Statistics Library User's Guide
    • Reference
  • Resources
    • Downloads
    • QuickStart Samples
    • Sample Applications
    • Frequently Asked Questions
    • Technical Support
  • Blog
  • Order
  • Company
    • About us
    • Testimonials
    • Customers
    • Press Releases
    • Careers
    • Partners
    • Contact us
Introduction
Deployment Guide
Nuget packages
Configuration
Using Parallelism
Expand Mathematics Library User's GuideMathematics Library User's Guide
Expand Vector and Matrix Library User's GuideVector and Matrix Library User's Guide
Expand Data Analysis Library User's GuideData Analysis Library User's Guide
Expand Statistics Library User's GuideStatistics Library User's Guide
Expand Data Access Library User's GuideData Access Library User's Guide
Expand ReferenceReference
  • Extreme Optimization
    • Features
    • Solutions
    • Documentation
    • QuickStart Samples
    • Sample Applications
    • Downloads
    • Technical Support
    • Download trial
    • How to buy
    • Blog
    • Company
    • Resources
  • Documentation
    • Introduction
    • Deployment Guide
    • Nuget packages
    • Configuration
    • Using Parallelism
    • Mathematics Library User's Guide
    • Vector and Matrix Library User's Guide
    • Data Analysis Library User's Guide
    • Statistics Library User's Guide
    • Data Access Library User's Guide
    • Reference
  • Reference
    • Extreme
    • Extreme.Collections
    • Extreme.Data
    • Extreme.Data.Json
    • Extreme.Data.Matlab
    • Extreme.Data.R
    • Extreme.Data.Stata
    • Extreme.Data.Text
    • Extreme.DataAnalysis
    • Extreme.DataAnalysis.Linq
    • Extreme.DataAnalysis.Models
    • Extreme.Mathematics
    • Extreme.Mathematics.Algorithms
    • Extreme.Mathematics.Calculus
    • Extreme.Mathematics.Calculus.OrdinaryDifferentialEquations
    • Extreme.Mathematics.Curves
    • Extreme.Mathematics.Curves.Nonlinear
    • Extreme.Mathematics.Distributed
    • Extreme.Mathematics.EquationSolvers
    • Extreme.Mathematics.Generic
    • Extreme.Mathematics.LinearAlgebra
    • Extreme.Mathematics.LinearAlgebra.Implementation
    • Extreme.Mathematics.LinearAlgebra.IterativeSolvers
    • Extreme.Mathematics.LinearAlgebra.IterativeSolvers.Preconditioners
    • Extreme.Mathematics.Optimization
    • Extreme.Mathematics.Optimization.LineSearches
    • Extreme.Mathematics.Random
    • Extreme.Mathematics.SignalProcessing
    • Extreme.Providers
    • Extreme.Providers.InteropServices
    • Extreme.Statistics
    • Extreme.Statistics.Distributions
    • Extreme.Statistics.Multivariate
    • Extreme.Statistics.Tests
    • Extreme.Statistics.TimeSeriesAnalysis
  • Extreme.Statistics.Distributions
    • ArcsineDistribution Class
    • BernoulliDistribution Class
    • BetaDistribution Class
    • BinomialDistribution Class
    • CauchyDistribution Class
    • ChiSquareDistribution Class
    • ContinuousDistribution Class
    • ContinuousUniformDistribution Class
    • DirichletDistribution Class
    • DiscreteDistribution Class
    • DiscreteDistribution(T) Class
    • DiscreteUniformDistribution Class
    • Distribution Class
    • ErlangDistribution Class
    • EstimationMethod Enumeration
    • ExponentialDistribution Class
    • FDistribution Class
    • GammaDistribution Class
    • GaussianMixtureDistribution Class
    • GeneralizedParetoDistribution Class
    • GenericDiscreteDistribution Class
    • GeometricDistribution Class
    • GumbelDistribution Class
    • HyperbolicDistribution Class
    • HypergeometricDistribution Class
    • InverseChiSquareDistribution Class
    • InverseGammaDistribution Class
    • InverseGaussianDistribution Class
    • InverseWeibullDistribution Class
    • JohnsonDistribution Class
    • JohnsonDistributionType Enumeration
    • LaplaceDistribution Class
    • LogarithmicSeriesDistribution Class
    • LogisticDistribution Class
    • LogLogisticDistribution Class
    • LognormalDistribution Class
    • MaxwellDistribution Class
    • MultivariateContinuousDistribution Class
    • MultivariateNormalDistribution Class
    • NegativeBinomialDistribution Class
    • NonCentralBetaDistribution Class
    • NonCentralChiSquareDistribution Class
    • NonCentralFDistribution Class
    • NonCentralStudentTDistribution Class
    • NormalDistribution Class
    • NormalInverseGaussianDistribution Class
    • ParetoDistribution Class
    • ParetoDistributionVariant Enumeration
    • PertDistribution Class
    • PiecewiseDistribution Class
    • PoissonDistribution Class
    • RandomExtensions Class
    • RayleighDistribution Class
    • StudentTDistribution Class
    • TransformedBetaDistribution Class
    • TransformedGammaDistribution Class
    • TriangularDistribution Class
    • TruncatedDistribution Class
    • WeibullDistribution Class
    • WishartDistribution Class
  • ContinuousDistribution Class
    • ContinuousDistribution Constructor
    • Properties
    • Methods
  • Methods
    • Cdf Method
    • DistributionFunction Method
    • GetAllModes Method
    • GetExpectationValue Method Overloads
    • GetExpectedHistogram Method Overloads
    • GetRandomSequence Method Overloads
    • HazardFunction Method
    • InverseCdf Method
    • InverseDistributionFunction Method
    • LeftTailProbability Method
    • LogProbabilityDensityFunction Method
    • MomentFunction Method
    • Pdf Method
    • Probability Method
    • ProbabilityDensityFunction Method
    • RightTailProbability Method
    • Sample Method Overloads
    • SampleInto Method Overloads
    • SurvivorDistributionFunction Method
    • TwoTailedProbability Method
  • GetExpectationValue Method Overloads
    • GetExpectationValue Method (Func(Double, Double))
    • GetExpectationValue Method (Func(Double, Double), Double, Double)
  • GetExpectationValue Method (Func(Double, Double), Double, Double)

ContinuousDistributionGetExpectationValue Method (FuncDouble, Double, Double, Double)

Extreme Optimization Numerical Libraries for .NET Professional
Returns the un-normalized expectation value of a function over the specified interval.

Namespace:  Extreme.Statistics.Distributions
Assembly:  Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
Syntax

C#
VB
C++
F#
Copy
public double GetExpectationValue(
	Func<double, double> function,
	double lowerBound,
	double upperBound
)
Public Function GetExpectationValue ( 
	function As Func(Of Double, Double),
	lowerBound As Double,
	upperBound As Double
) As Double
public:
double GetExpectationValue(
	Func<double, double>^ function, 
	double lowerBound, 
	double upperBound
)
member GetExpectationValue : 
        function : Func<float, float> * 
        lowerBound : float * 
        upperBound : float -> float 

Parameters

function
Type: SystemFuncDouble, Double
The function to evaluate.
lowerBound
Type: SystemDouble
The lower bound of the interval.
upperBound
Type: SystemDouble
The lower bound of the interval.

Return Value

Type: Double
The expectation value of function between lowerBound and upperBound.
See Also

Reference

ContinuousDistribution Class
GetExpectationValue Overload
Extreme.Statistics.Distributions Namespace

Copyright (c) 2004-2021 ExoAnalytics Inc.

Send comments on this topic to support@extremeoptimization.com

Copyright © 2004-2021, Extreme Optimization. All rights reserved.
Extreme Optimization, Complexity made simple, M#, and M Sharp are trademarks of ExoAnalytics Inc.
Microsoft, Visual C#, Visual Basic, Visual Studio, Visual Studio.NET, and the Optimized for Visual Studio logo
are registered trademarks of Microsoft Corporation.