# Questions tagged [probability-calculus]

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### Problem with the expectation of transformed random variable [duplicate]

I read a paper where the random variable $z$ is assumed to follow a log-normal distribution. \mathbb{E}\left(z^{1-\chi}\right)=\int_{0}^{\infty}z^{1-\chi}\frac{1}{z\sqrt{2\pi s^{2}}}e^...
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### If the probability density function of X is f(x)=sin(x) then what is the variance of X?

I am studying a random variable X with probability density function f(x) = sin(x) the domain of X is (0,pi/2). I'm trying to determine the variance of X. I know var(X) = E(X^2) - E(X)^2 how do ...
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### Truly statistical task [duplicate]

I have a specific task in programming but I am curious about how long it will take to complete. I have an array "A" with 1000 unique numbers inside. For each iteration I am copying 30 randomly ...
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### How a statistical package like SAS analyses market risk without any calculus support

SAS is a very popular tool to analyze the market risks of a portfolio of stocks,bonds including non linear components like options. Assuming that option analysis uses advanced calculus and even stock ...
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