Premium
The expectation of products of quadratic forms in normal variables: the practice
Author(s) -
Magnus Jan R.
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.tb00668.x
Subject(s) - mathematics , quadratic equation , statistics , econometrics , geometry
Summary A table is presented to simplify the computation of the expectation of a product of quadratic forms in normal variables. Some peculiarities of the table are discussed.