Araştırma Makalesi
Some conditional and unconditional expectation identities for the multivariate normal with non-zero mean
Öz
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.
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.
Anahtar Kelimeler
Conditional expectation Multivariate Hermite polynomial Multivariate normal
Kaynakça
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Toplam 1 adet kaynakça vardır.
Ayrıntılar
| Birincil Dil | İngilizce |
|---|---|
| Bölüm | İstatistik |
| Yazarlar | |
| Yayımlanma Tarihi | 1 Ağustos 2014 |
| Yayımlandığı Sayı | Yıl 2014 Cilt: 43 Sayı: 4 |