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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Format: | Article |
Language: | English |
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Wiley
1997-01-01
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Series: | International Journal of Mathematics and Mathematical Sciences |
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Online Access: | http://dx.doi.org/10.1155/S0161171297000240 |
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_version_ | 1832550246105743360 |
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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. |
format | Article |
id | doaj-art-e2ff0973d3694e81a41a7ba2646fd2fc |
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 |