Premium
The Expectation of Products of Quadratic Forms in Normal Variables
Author(s) -
Don F. J. H.
Publication year - 1979
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.1467-9574.1979.tb00664.x
Subject(s) - mathematics , quadratic equation , product (mathematics) , matrix (chemical analysis) , geometry , composite material , materials science
Summary A complete explicit formula for the expectation of the product of an arbitrary number of quadratic forms in normally distributed variables is derived, extending and confirming recent results of M agnus [4]. Incidentally, some results on traces of matrix products are presented.