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A general version of Price's theorem. A tool for bounding the expectation of nonlinear functions of Gaussian random vectors - MaRDI portal

A general version of Price's theorem. A tool for bounding the expectation of nonlinear functions of Gaussian random vectors (Q2042047)

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scientific article; zbMATH DE number 7374943
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English
A general version of Price's theorem. A tool for bounding the expectation of nonlinear functions of Gaussian random vectors
scientific article; zbMATH DE number 7374943

    Statements

    A general version of Price's theorem. A tool for bounding the expectation of nonlinear functions of Gaussian random vectors (English)
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    26 July 2021
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    normal distribution
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    Gaussian random variables
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    nonlinear functions of Gaussian random vectors
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    expectation
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    Price's theorem
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