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4 votes
0 answers
249 views

A tricky integral equation

In the context of reconstruction of climate data from ice cores (see related question at MSE) I came about the following problem. (More background and motivation can be given on demand.) Let $f:\...
Hans-Peter Stricker's user avatar
1 vote
2 answers
139 views

Inaccurate results for the analytical expression of $\mathbb{E}\left[ a \mathcal{Q} \left( \sqrt{b } \gamma \right) \right]$

I'm trying to plot a graph for the following expectation $$\mathbb{E}\left[ a \mathcal{Q} \left( \sqrt{b } \gamma \right) \right]=a 2^{-\frac{\kappa }{2}-1} b^{-\frac{\kappa }{2}} \theta ^{-\kappa } \...
Felipe Augusto de Figueiredo's user avatar
0 votes
2 answers
246 views

Finding the expectation of $a \mathcal{Q} \left( \sqrt{b } \gamma \right) $, where $\gamma$ is a Gamma r.v

I'm trying to analytically find the following expectation $$\mathbb{E}\left[ a \mathcal{Q} \left( \sqrt{b } \gamma \right) \right],$$ where $a$ and $b$ are constant values, $\mathcal{Q}$ is the ...
Felipe Augusto de Figueiredo's user avatar