On fractional moments of quadratic expressions in normal variables1 |
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| Authors: | A M Mathai |
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| Institution: | Department of Mathematics and Statistics , McGill University , 805 Sherbrooke St. W, Montreal, Quebec, H3A 2K6, CANADA |
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| Abstract: | Fractional moments, product cumulants and product moments of general quadratic expressions in singular and nonsingular normal variables are explicitly evaluated. A general method of deriving such moments is also indicated. Particular cases art; shown to agree with known results. |
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| Keywords: | Quadratic forms in normal variables singular normal fractional moments inverse moments product cumulants product moments |
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