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Thread: Application of the unconscious statistician

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    Application of the unconscious statistician




    A random variable Y is normal with mean u and variance s^2. Given that g(y) =exp(2y) , using a taylor series expansion around u to approximate E[g(y)] and variance(g(y)).

    By the unconscious statistician theorem E[g(y)] = integral of exp(2y) * 1/(2*pi*s^2) * exp(-(y-u)^2)/2s^2 dy . How am I suppose to go about using the taylor series to estimate the expected value?

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    Re: Application of the unconscious statistician


    I think you need to use the delta method, at least that seems like an option..

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