Expectations of products of random quadratic forms

DOI10.1080/07362998608809082zbMath0585.60024OpenAlexW2035855204MaRDI QIDQ3709529

K. G. Jinadasa, Derrick Shannon Tracy

Publication date: 1986

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998608809082

zbMATH Keywords

random quadratic formsexpectation of products

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items

Higher order moments of multivariate normal distribution using matrix derivatives ⋮ Expectations of products of quadratic forms in normal variables ⋮ From moments of sum to moments of product ⋮ Higher order moments of random vectors using matrix derivatives

Cites Work

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• Pharmacokinetics with uncertainties in rate constants. II: Sensitivity analysis and optimal dosage control
• A note on expectation of a random quadratic form