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Article #629Re: Variance of AxB?
From: r hardin
Date: Sat, 03 Oct 1992 01:16
Date: Sat, 03 Oct 1992 01:16
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I seem to remember a handy trick for normal distributed numbers, the expected value of any product of them <abcd> say is <abcd> = <ab> <cd> + <ac> <bd> + <ad> <bc> ie., just write every unique product of pairs which works for any order of product. From which, if I have remembered it correctly of course, you can compute any variance. Perhaps someone can verify the rule, which I am remembering from a distance of perhaps 20 years.
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arc1-ca.pugleaf.net!sparky!uunet!charon.amdahl.com!pacbell.com!sgiblab!spool.mu.edu!uwm.edu!linac!att!att!allegra!alice!rhhReferences:
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Path: arc1-ca.pugleaf.net!sparky!uunet!charon.amdahl.com!pacbell.com!sgiblab!spool.mu.edu!uwm.edu!linac!att!att!allegra!alice!rhh From: rhh@alice.att.com (r hardin) Newsgroups: sci.math.stat Subject: Re: Variance of AxB? Message-ID: <23788@alice.att.com> Date: 3 Oct 92 01:16:22 GMT Article-I.D.: alice.23788 References: <1992Oct1.211244.259299@ns1.cc.lehigh.edu> Organization: AT&T Bell Laboratories, Murray Hill NJ Lines: 16