A note on expectation of a random quadratic form

T. T. Soong

doi:10.1080/07362998408809038

A note on expectation of a random quadratic form

T. T. Soong

Department of Civil, Structural & Environmental Engineering

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

Let X be a random vector with E{SS^T} = Λ. Useful expressions are given for expectation of quadratic forms in X in terms of Λexplicitly.

Original language	English
Pages (from-to)	295-298
Number of pages	4
Journal	Stochastic Analysis and Applications
Volume	2
Issue number	3
DOIs	https://doi.org/10.1080/07362998408809038
State	Published - Jan 1 1984

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A note on expectation of a random quadratic form

Abstract

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