| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152531 | Statistics & Probability Letters | 2011 | 8 Pages |
Abstract
This work generalizes a widely used result derived by L. Isserlis for the expectations of products of jointly Gaussian random variables by extending it to include mixed-Gaussian random variables.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
J.V. Michalowicz, J.M. Nichols, F. Bucholtz, C.C. Olson,