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: S. Paramasamy
Format: Article
Language:English
Published: Wiley 1997-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Subjects:
Online Access:http://dx.doi.org/10.1155/S0161171297000240
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author S. Paramasamy
author_facet S. Paramasamy
author_sort S. Paramasamy
collection DOAJ
description 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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institution Kabale University
issn 0161-1712
1687-0425
language English
publishDate 1997-01-01
publisher Wiley
record_format Article
series International Journal of Mathematics and Mathematical Sciences
spelling doaj-art-e2ff0973d3694e81a41a7ba2646fd2fc2025-02-03T06:07:27ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04251997-01-0120119720010.1155/S0161171297000240On the moments of random variables uniformly distributed over a polytopeS. Paramasamy0Department of Mathematics and Computer Science, The University of the West Indies, Trinidad and TobagoSuppose 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.http://dx.doi.org/10.1155/S0161171297000240uniform distributionrth momentpolytope.
spellingShingle S. Paramasamy
On the moments of random variables uniformly distributed over a polytope
International Journal of Mathematics and Mathematical Sciences
uniform distribution
rth moment
polytope.
title On the moments of random variables uniformly distributed over a polytope
title_full On the moments of random variables uniformly distributed over a polytope
title_fullStr On the moments of random variables uniformly distributed over a polytope
title_full_unstemmed On the moments of random variables uniformly distributed over a polytope
title_short On the moments of random variables uniformly distributed over a polytope
title_sort on the moments of random variables uniformly distributed over a polytope
topic uniform distribution
rth moment
polytope.
url http://dx.doi.org/10.1155/S0161171297000240
work_keys_str_mv AT sparamasamy onthemomentsofrandomvariablesuniformlydistributedoverapolytope