Explicit formulae for product moments of multivariate Gaussian random variables
Explicit formulae for the product moments of multivariate Gaussian random variables are derived. The formulae we have discovered are more compact than other well-known ones and allow us to instantly evaluate any term of the product moments.
- Publisher
- ELSEVIER SCIENCE BV
- Issue Date
- 2015-05
- Language
- English
- Article Type
- Article
- Citation
STATISTICS & PROBABILITY LETTERS, v.100, pp.27 - 34
- ISSN
- 0167-7152
- Appears in Collection
- EE-Journal Papers(저널논문)
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