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

页码：3159 / 3174

页数：16

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