A Proof of the Explicit Formula for Product Moments of Multivariate Gaussian Random Variables
Abstract
A detailed proof of a recent result on explicit formulae for the product moments $E \left \{ X_1^{a_1} X_2^{a_2} \cdots X_n^{a_n}\right \}$ of multivariate Gaussian random variables is provided in this note.
- Publication:
-
arXiv e-prints
- Pub Date:
- April 2017
- DOI:
- 10.48550/arXiv.1705.00163
- arXiv:
- arXiv:1705.00163
- Bibcode:
- 2017arXiv170500163S
- Keywords:
-
- Mathematics - Probability;
- Mathematics - Statistics Theory;
- Statistics - Computation;
- 62H10;
- 62E15;
- 60G15