EN
Some conditional and unconditional expectation identities for the multivariate normal with non-zero mean
Abstract
We give formulas for the conditional and unconditional expectations of
products of multivariate Hermite and modified Hermite polynomials,
each with a multivariate normal argument. A unified approach is given
that covers both of these polynomials, each associated with a covariance
matrix. This extended Hermite polynomial is associated with a matrix
which is the difference between two covariance matrices, in other words,
with any symmetric matrix.
Keywords
References
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Details
Primary Language
English
Subjects
-
Journal Section
Research Article
Publication Date
August 1, 2014
Submission Date
February 11, 2012
Acceptance Date
-
Published in Issue
Year 2014 Volume: 43 Number: 4
APA
Withers, C. S., & Nadarajah, S. (2014). Some conditional and unconditional expectation identities for the multivariate normal with non-zero mean. Hacettepe Journal of Mathematics and Statistics, 43(4), 679-687. https://izlik.org/JA26HD22XA
AMA
1.Withers CS, Nadarajah S. Some conditional and unconditional expectation identities for the multivariate normal with non-zero mean. Hacettepe Journal of Mathematics and Statistics. 2014;43(4):679-687. https://izlik.org/JA26HD22XA
Chicago
Withers, Christopher S., and Saralees Nadarajah. 2014. “Some Conditional and Unconditional Expectation Identities for the Multivariate Normal With Non-Zero Mean”. Hacettepe Journal of Mathematics and Statistics 43 (4): 679-87. https://izlik.org/JA26HD22XA.
EndNote
Withers CS, Nadarajah S (August 1, 2014) Some conditional and unconditional expectation identities for the multivariate normal with non-zero mean. Hacettepe Journal of Mathematics and Statistics 43 4 679–687.
IEEE
[1]C. S. Withers and S. Nadarajah, “Some conditional and unconditional expectation identities for the multivariate normal with non-zero mean”, Hacettepe Journal of Mathematics and Statistics, vol. 43, no. 4, pp. 679–687, Aug. 2014, [Online]. Available: https://izlik.org/JA26HD22XA
ISNAD
Withers, Christopher S. - Nadarajah, Saralees. “Some Conditional and Unconditional Expectation Identities for the Multivariate Normal With Non-Zero Mean”. Hacettepe Journal of Mathematics and Statistics 43/4 (August 1, 2014): 679-687. https://izlik.org/JA26HD22XA.
JAMA
1.Withers CS, Nadarajah S. Some conditional and unconditional expectation identities for the multivariate normal with non-zero mean. Hacettepe Journal of Mathematics and Statistics. 2014;43:679–687.
MLA
Withers, Christopher S., and Saralees Nadarajah. “Some Conditional and Unconditional Expectation Identities for the Multivariate Normal With Non-Zero Mean”. Hacettepe Journal of Mathematics and Statistics, vol. 43, no. 4, Aug. 2014, pp. 679-87, https://izlik.org/JA26HD22XA.
Vancouver
1.Christopher S. Withers, Saralees Nadarajah. Some conditional and unconditional expectation identities for the multivariate normal with non-zero mean. Hacettepe Journal of Mathematics and Statistics [Internet]. 2014 Aug. 1;43(4):679-87. Available from: https://izlik.org/JA26HD22XA