The Expectation of Products of Quadratic Forms in Normal Variables

F. J. H. Don

Statistica Neerlandica, 1979, vol. 33, issue 2, 73-79

Abstract: Summary A complete explicit formula for the expectation of the product of an arbitrary number of quadratic forms in normally distributed variables is derived, extending and confirming recent results of Magnus [4]. Incidentally, some results on traces of matrix products are presented.

Date: 1979
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