Title :
Useful formula for moment computation of normal random variables with nonzero means
fDate :
6/1/1971 12:00:00 AM
Abstract :
It is well known that higher order moments of normal random variables (RV) with zero means can be expressed by terms of second-order moments. In this correspondence an extension will be given for moments of normal RV with nonzero means.
Keywords :
Random variables; Computational modeling; Covariance matrix; Density functional theory; Filters; Inspection; Random variables; Reactive power; State estimation; Stochastic processes; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1971.1099712
