A Proof of the Explicit Formula for Product Moments of Multivariate Gaussian Random Variables
| Autor: | Song, Iickho |
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| Rok vydání: | 2017 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | A detailed proof of a recent result on explicit formulae for the product moments $E \left \{ X_1^{a_1} X_2^{a_2} \cdots X_n^{a_n}\right \}$ of multivariate Gaussian random variables is provided in this note. |
| Databáze: | arXiv |
| Externí odkaz: |
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