ON FRACTIONAL MOMENTS OF QUADRATIC EXPRESSIONS IN NORMAL VARIABLES

被引：4
|
作者：
MATHAI, AM [1 ]
机构：
[1] MCGILL UNIV,DEPT MATH & STAT,MONTREAL H3A 2K6,QUEBEC,CANADA
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1991年 / 20卷 / 10期
关键词：
QUADRATIC FORMS IN NORMAL VARIABLES; SINGULAR NORMAL; FRACTIONAL MOMENTS; INVERSE MOMENTS; PRODUCT CUMULANTS; PRODUCT MOMENTS;
D O I：
10.1080/03610929108830694
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Fractional moments, product cumulants and product moments of general quadratic expressions in singular and nonsingular normal variables are explicitly evaluated. A general method of deriving such moments is also indicated. Particular cases are shown to agree with known results.
引用
收藏
页码：3159 / 3174
页数：16
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