An Algebraic Formalism for Computing the Moments of Distributions of Quadratic Forms

Authors:
M. E. Shaikin
Affiliations:
Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
Venue:
Automation and Remote Control
Year:
2002

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Abstract

Distribution moments for quadratic forms are computed. Formulas for moments are derived with the use of the algebra of symmetric polynomials and invariants. The results are applied to parametrization and polynomial approximation of distributions in non-Gaussian statistical models of multialternative classification.