Titlebook: Probability Distributions Involving Gaussian Random Variables; A Handbook for Engin Marvin K. Simon Book 2002 Springer-Verlag US 2002 MATLA

贞洁

amorphous

Fundamental One-Dimensional Variables,The PDF, CDF, and CF of a Gaussian RV . are given in (1.1), (1.2), and (1.5) respectively with σ. replaced by σ. For ., the even moments of the components of X are given by . All odd moments are equal to zero.

Charlatan

Fundamental Multidimensional Variables,The joint PDF of a Gaussian vector . with covariance matrix . is given as . where |M.| denotes the determinant of M.. Letting . then the joint CF is given by . For the special case of n = 2, ., and the covariance matrix of (1.10), the joint moments are given as ..

enumaerate

insurrection

不满分子

耐寒

BLOT

Other Miscellaneous Forms,Let . and . be independent Rayleigh RVs corresponding to Gaussian vectors . and .. Then, the sum RV . = . + . has the PDF

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978-0-387-34657-1Springer-Verlag US 2002