DocumentCode
805949
Title
Useful formula for moment computation of normal random variables with nonzero means
Author
Dittrich, Frank
Volume
16
Issue
3
fYear
1971
fDate
6/1/1971 12:00:00 AM
Firstpage
263
Lastpage
265
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1971.1099712
Filename
1099712
Link To Document