SciPy

scipy.stats.rv_histogram.expect

rv_histogram.expect(func=None, args=(), loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds)[source]

Calculate expected value of a function with respect to the distribution.

The expected value of a function f(x) with respect to a distribution dist is defined as:

        ubound
E[x] = Integral(f(x) * dist.pdf(x))
        lbound
Parameters:

func : callable, optional

Function for which integral is calculated. Takes only one argument. The default is the identity mapping f(x) = x.

args : tuple, optional

Shape parameters of the distribution.

loc : float, optional

Location parameter (default=0).

scale : float, optional

Scale parameter (default=1).

lb, ub : scalar, optional

Lower and upper bound for integration. Default is set to the support of the distribution.

conditional : bool, optional

If True, the integral is corrected by the conditional probability of the integration interval. The return value is the expectation of the function, conditional on being in the given interval. Default is False.

Additional keyword arguments are passed to the integration routine.

Returns:

expect : float

The calculated expected value.

Notes

The integration behavior of this function is inherited from integrate.quad.