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I'd like to compute the following expectation ($U$ and $V$ are independent and Gaussian) $a_{k,p}=E(|U|^p|U+\sqrt{k-1}V|^p)$

Is there a way to directly compute those expectations in sage ?

If I write it down, I obtain a double integral which I already tried to compute with maxima like this load(distrib); n(x):=pdf_normal(x, 0, 1); iexp: integrate(abs(u+sqrt(k-1)v)^pn(v), v, minf, inf); but to no avail.

NB: The absolute central moment $a_{1,p}$ can be easily obtained with maxima with ratsimp(integrate(abs(x)^p*n(x), x, minf, inf)); but not the abovementioned double integral.

Any hint?

I'd like to compute the following expectation ($U$ and $V$ are independent and Gaussian) $a_{k,p}=E(|U|^p|U+\sqrt{k-1}V|^p)$

Is there a way to directly compute those expectations in sage ?

If I write it down, I obtain a double integral which I already tried to compute with maxima like this this

load(distrib);
 n(x):=pdf_normal(x, 0, 1);
 iexp: integrate(abs(u+sqrt(k-1)v)^pn(v), integrate(abs(u+sqrt(k-1)*v)^p*n(v), v, minf, inf);

but to no avail.

NB: The absolute central moment $a_{1,p}$ can be easily obtained with maxima with with

ratsimp(integrate(abs(x)^p*n(x), x, minf, inf));

but not the abovementioned double integral.

Any hint?

I'd like to compute the following expectation ($U$ and $V$ are independent and normally distributed or Gaussian) $a_{k,p}=E(|U|^p|U+\sqrt{k-1}V|^p)$

Is there a way to directly compute those expectations in sage Sage ?

If I write it down, I obtain a double integral which I already tried to compute with maxima like this

load(distrib);
n(x):=pdf_normal(x, 0, 1);
iexp: integrate(abs(u+sqrt(k-1)*v)^p*n(v), v, minf, inf);

but to no avail.

NB: The absolute central moment $a_{1,p}$ can be easily obtained with maxima with

ratsimp(integrate(abs(x)^p*n(x), x, minf, inf));

but not the abovementioned double integral.

Any hint?

I'd like to compute the following expectation ($U$ and $V$ are independent and normally distributed or Gaussian) $a_{k,p}=E(|U|^p|U+\sqrt{k-1}V|^p)$

Is there a way to directly compute those expectations in Sage ?

If I write it down, I obtain a double integral which I already tried to compute with maxima like thisthis (ok here, you can only see the starting point with the inner integral first)

load(distrib);
n(x):=pdf_normal(x, 0, 1);
iexp: integrate(abs(u+sqrt(k-1)*v)^p*n(v), v, minf, inf);

but to no avail.

NB: The absolute central moment $a_{1,p}$ can be easily obtained with maxima with

ratsimp(integrate(abs(x)^p*n(x), x, minf, inf));

but not the abovementioned double integral.

Any hint?

I'd like to compute the following expectation ($U$ and $V$ are independent and normally distributed or Gaussian) $a_{k,p}=E(|U|^p|U+\sqrt{k-1}V|^p)$

Is there a way to directly compute those expectations in Sage ?

If I write it down, I obtain a double integral which I already tried to compute with maxima like this (ok here, you can only see the starting point with the inner integral with respect to $v$ first)

load(distrib);
n(x):=pdf_normal(x, 0, 1);
iexp: integrate(abs(u+sqrt(k-1)*v)^p*n(v), v, minf, inf);

but to no avail.

NB: The absolute central moment $a_{1,p}$ can be easily obtained with maxima with

ratsimp(integrate(abs(x)^p*n(x), x, minf, inf));

but not the abovementioned double integral.

Any hint?

I'd like to compute the following expectation ($U$ and $V$ are independent and normally distributed or Gaussian) $a_{k,p}=E(|U|^p|U+\sqrt{k-1}V|^p)$

Is there a way to directly compute those expectations in Sage ?

If I write it down, I obtain a double integral which I already tried to compute with maxima like this (ok here, you can only see the starting point with the inner integral with respect to $v$ first)

load(distrib);
n(x):=pdf_normal(x, 0, 1);
iexp: integrate(abs(u+sqrt(k-1)*v)^p*n(v), v, minf, inf);

but to no avail.

NB: The absolute central moment $a_{1,p}$ $a_{1,p/2}$ can be easily obtained with maxima with

ratsimp(integrate(abs(x)^p*n(x), x, minf, inf));

but not no 'simple' expression as for the abovementioned aforementioned double integral.

Any hint?

I'd like to compute the following expectation ($U$ and $V$ are independent and normally distributed or Gaussian) $a_{k,p}=E(|U|^p|U+\sqrt{k-1}V|^p)$

Is there a way to directly compute those expectations in Sage ?

If I write it down, I obtain a double integral which I already tried to compute with maxima like this (ok here, you can only see the starting point with the inner integral with respect to $v$ first)

load(distrib);
n(x):=pdf_normal(x, 0, 1);
iexp: inner_integral: integrate(abs(u+sqrt(k-1)*v)^p*n(v), v, minf, inf);

but to no avail.

NB: The absolute central moment $a_{1,p/2}$ can be easily obtained with maxima with

ratsimp(integrate(abs(x)^p*n(x), x, minf, inf));

but no 'simple' expression as for the aforementioned double integral.

Any hint?