the central moments for the multivariate case

Here we assume [Graphics:../Images/index_gr_75.gif], and define the second central moment [Graphics:../Images/index_gr_76.gif], the fourth central moment [Graphics:../Images/index_gr_77.gif], etc. The central moments of odd degrees are zero. Considering the symmetry of the normal distribution, these central moments of even degrees are expressed by the following partition indicators.

[Graphics:../Images/index_gr_78.gif]
[Graphics:../Images/index_gr_79.gif]
[Graphics:../Images/index_gr_80.gif]

Then,  [Graphics:../Images/index_gr_81.gif], [Graphics:../Images/index_gr_82.gif], [Graphics:../Images/index_gr_83.gif], etc.

[Graphics:../Images/index_gr_84.gif]
[Graphics:../Images/index_gr_85.gif]
[Graphics:../Images/index_gr_86.gif]
[Graphics:../Images/index_gr_87.gif]
[Graphics:../Images/index_gr_88.gif]
[Graphics:../Images/index_gr_89.gif]
[Graphics:../Images/index_gr_90.gif]

Check if this rule works for one-dimension case; [Graphics:../Images/index_gr_91.gif]are given by

[Graphics:../Images/index_gr_92.gif]
[Graphics:../Images/index_gr_93.gif]

They should be equal to [Graphics:../Images/index_gr_94.gif].

[Graphics:../Images/index_gr_95.gif]
[Graphics:../Images/index_gr_96.gif]

[Graphics:../Images/index_gr_97.gif]

[Graphics:../Images/index_gr_98.gif]
[Graphics:../Images/index_gr_99.gif]

[Graphics:../Images/index_gr_100.gif]

[Graphics:../Images/index_gr_101.gif]
[Graphics:../Images/index_gr_102.gif]

[Graphics:../Images/index_gr_103.gif]

[Graphics:../Images/index_gr_104.gif]
[Graphics:../Images/index_gr_105.gif]

In the below, we rather use superscript to indicate the components of [Graphics:../Images/index_gr_106.gif]. For example, we use [Graphics:../Images/index_gr_107.gif], instead of x=[Graphics:../Images/index_gr_108.gif]. [Graphics:../Images/index_gr_109.gif] denotes a quadratic form with symmetric matrix [Graphics:../Images/index_gr_110.gif]

[Graphics:../Images/index_gr_111.gif]
[Graphics:../Images/index_gr_112.gif]

The expectation [Graphics:../Images/index_gr_113.gif] is

[Graphics:../Images/index_gr_114.gif]
[Graphics:../Images/index_gr_115.gif]
[Graphics:../Images/index_gr_116.gif]
[Graphics:../Images/index_gr_117.gif]
[Graphics:../Images/index_gr_118.gif]
[Graphics:../Images/index_gr_119.gif]

Similarly, for the symmetric 4-form [Graphics:../Images/index_gr_120.gif]

[Graphics:../Images/index_gr_121.gif]
[Graphics:../Images/index_gr_122.gif]
[Graphics:../Images/index_gr_123.gif]
[Graphics:../Images/index_gr_124.gif]
[Graphics:../Images/index_gr_125.gif]
[Graphics:../Images/index_gr_126.gif]

Similarly, for the symmetric 6-form [Graphics:../Images/index_gr_127.gif]

[Graphics:../Images/index_gr_128.gif]
[Graphics:../Images/index_gr_129.gif]
[Graphics:../Images/index_gr_130.gif]
[Graphics:../Images/index_gr_131.gif]
[Graphics:../Images/index_gr_132.gif]
[Graphics:../Images/index_gr_133.gif]


Converted by Mathematica      July 21, 2003