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Explicit formulae and implication of the expected values of some nonlinear statistics of tri-variate Gaussian variables

Song, IH; Lee, SW; Kim, YH; Park, SR

Park, SR (corresponding author), Catholic Univ Korea, Sch Informat Commun & Elect Engn, Bucheon 14662, South Korea.

JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2020; 49 (1): 117

Abstract

We obtain explicit formulae for the expected values E{3 i=1 gi ( Xi)} of standard tri-variate Gaussian random vector X = (X1, X2, X3) over the set gi ......

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