Approximating Conditional Moments of the Multivariate Normal Distribution.

Abstract

A practical method for computing the conditional expectation of a polynomial in the components of a multivariate normal random variable X, when X is restricted to a subset of R superscript p, is given. This method makes the application of certain missing data techniques possible in cases where repeated numerical integration is not feasible. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1979
Accession Number
ADA082921

Entities

People

  • Joseph G. Deken

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computations
  • Computer Science
  • Confidence Limits
  • Data Science
  • Distribution Functions
  • Estimators
  • Frequency Domain
  • Information Science
  • Maximum Likelihood Estimation
  • Military Research
  • Normal Distribution
  • Numerical Integration
  • Polynomials
  • Probability
  • Random Variables
  • Statistical Inference
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.