arXiv:1709.08910 [math.PR]AbstractReferencesReviewsResources
Cubature rules and expected value of some complex functions
Claudia Fassino, Eva Riccomagno, Maria-Piera Rogantin
Published 2017-09-26Version 1
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 finite discrete random vectors and the Gaussian random vector. The precision space of some cubature rules/designed experiments are determined.
Comments: 15 pages
Categories: math.PR
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