On the moments of random variables uniformly distributed over a polytope
Suppose X=(X1,X2,…,Xn) is a random vector uniformly distributed over a polytope. In this note, the author derives a formula for E(XirXjs…), (the expected value of XirXjs…), in terms of the extreme points of the polytope.
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
1997-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171297000240 |
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