Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525880 | Statistics & Probability Letters | 2005 | 5 Pages |
Abstract
Hermite polynomials are used to derive expressions for the moments about the origin of univariate and multivariate normal distributions. A recurrence relation derived for multivariate Hermite polynomials leads to a recurrence relation for the multivariate normal moments.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
R. Willink,