User login

Navigation

You are here

Expectation of higher order moment (Bayesian Stats)

I am taking a course in Bayesian statistics, which is off my field. In the lecture notes, the instructor showed

E[X^2n] = (2n-1) σ^2n

and E[X^3 . Y] = E[Y^3 . X] = 3.ρ.σ^4  

where  σ = variance

E = expectation

X is a random variable.

ρ = cor(XY) = E[XY]/σ^2

Can anyone kindly explain how these equations were derived or atleast point me towards some text where I can understand this? Is this to do with the moment generating function?

Comments

I found the answer in Random data analysis by Bendat. 

Ambuj saxena's picture

 request you to please help me in SHPB model. I have some query. Firstly I will explain what I have done and then I will pose my query.
SHPB Model in ABAQUS:
A metal sample is modelled in SHPB based. After successful run of model, I have strain rate applied and the incident, transmitted and reflected strain-time history. I want to know, how can I plot the stress-strain curve of this sample? What parameters from output should I choose to plot this curve? So that I have stress-strain curve of this metal sample for the particular applied strain rate.

obat kanker prostat alami amazon Plus yang mana sudah menerima berbagai testimoni kesembuhan dari para penderita penyakit kanker prostat. pengobatan miom Bila kehamilan tetap lanjut, maka miom bisa saja mendesak calon janin sampai plasenta previa dan pendarahan pada persalinan. obat alami jantung koroner Penderita kebanyakan merasakan nyeri pada dada sebelah kiri seperti rasa tertekan, kadangkala rasa sakitnya menjalar ke lengan kiri maupun ke dagu.

Subscribe to Comments for "Expectation of higher order moment (Bayesian Stats)"

Recent comments

More comments

Syndicate

Subscribe to Syndicate