StatisticalManifolds

expectation(f::Function,d::Distribution;kwargs...)

Numerically evaluate the expectation of f(x) against the probability density (mass) function p(x|\theta) over domain \mathcal{D} for distribution d

\[\mathbb{E} := \int_{\mathca{D}}dx\, f(x)p(x|\theta)\,\,\,\text{Continuous}\\ \mathbb{E} := \sum_{x\in\mathca{D}} f(x)p(x|\theta)\,\,\,\text{Discrete}}\]

This function acts as an interface between distriubtion obects from Distributions.jl and the numerical methods from 'Integrals.jl` and MCIntegration.jl for continuous distributions and Richardson.jl for discrete distributions with an infinite domain.