How to write this in Maple notation?

Question:How to write this in Maple notation?

Posted: afeddersen 449 Product: Maple 14

July 12 2010

I want to compute expected utilities, i.e. I have a random variable and a utility function, e.g.

with(Statistics);

X:=RandomVariable(Normal(mu,sigma));

u:=t->1-exp(-phi*t);

and now I want to compute the expected utility, i.e.:

$Int(u(x)*f(x), x = -infinity .. infinity)$

where u(x) is the utility function and f(x) is the density of the random variable. Domain is from -infinity to infinity.

How may I compute this by using the 'ExpectedValue' command?

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