Cubature rules and expected value of some complex functions
The expected value of some complex valued random vectors is computed by means of the indicator function of a designed experiment as known in algebraic statistics. The general theory is set-up and results are obtained for nite discrete random vectors and the Gaussian random vector. The precision spac...
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| Veröffentlicht in: | Journal of algebraic statistics 2019-04, Vol.10 (1), p.115-127 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | The expected value of some complex valued random vectors is computed by means of the indicator function of a designed experiment as known in algebraic statistics. The general theory is set-up and results are obtained for nite discrete random vectors and the Gaussian random vector. The precision space of some cubature rules/designed experiments are determined. |
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| ISSN: | 1309-3452 1309-3452 |
| DOI: | 10.18409/jas.v10i1.72 |