Article ID Journal Published Year Pages File Type
1151400 Statistics & Probability Letters 2015 8 Pages PDF
Abstract

Explicit formulae for the product moments of multivariate Gaussian random variables are derived. The formulae we have discovered are more compact than other well-known ones and allow us to instantly evaluate any term of the product moments.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Explicit formulae for product moments of multivariate Gaussian random variables
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