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The moments of products of quadratic forms in normal variables *
Author(s) -
Magnus Jan R.
Publication year - 1978
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1978.tb01399.x
Subject(s) - mathematics , quadratic equation , statistics , geometry
The expectation of the product of an arbitrary number of quadratic forms in normally distributed variables is derived.