Variance of AxB?

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Article #614

#614

From: KUN YU
Date: Thu, 01 Oct 1992 21:12

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Suppose A and B are vectors of random numbers. Each has multivariate normal 
distribution with 0 mean.
 A(1,n), ~N(sigma1, 0), i.e., each element in A has variance sigma1, mean 0.
 B(n,1), ~N(sigma2, 0)

What is the variance of $A {\times} B$?


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                                                          _                  
ky04@lehigh.edu                                         / _ \
KYu, BioProcessing Institute                          /\ _|_ /\
111 Lehigh University                                    /|\

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From: ky04@ns1.cc.lehigh.edu (KUN YU)
Newsgroups: sci.math.stat
Subject: Variance of AxB?
Message-ID: <1992Oct1.211244.259299@ns1.cc.lehigh.edu>
Date: 1 Oct 92 21:12:44 GMT
Organization: Lehigh University
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