On the moments of random variables uniformly distributed over a polytope (Q1363205)
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scientific article; zbMATH DE number 1049451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the moments of random variables uniformly distributed over a polytope |
scientific article; zbMATH DE number 1049451 |
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On the moments of random variables uniformly distributed over a polytope (English)
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28 September 1997
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Summary: Suppose \(X= (X_1,X_2, \dots, X_n)\) is a random vector uniformly distributed over a polytope. In this note, the author derives a formula for \(E(X^r_iX_j^s \dots)\), (the expected value of \(X_i^rX_j^s \dots)\), in terms of the extreme points of the polytope.
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moments
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extreme points
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polytope
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0.7651877403259277
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0.754212498664856
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0.7540256381034851
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0.7521933317184448
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