Here we assume , and define the second central moment
, the fourth central moment
, 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]](../Images/index_gr_78.gif)
![[Graphics:../Images/index_gr_79.gif]](../Images/index_gr_79.gif)
![[Graphics:../Images/index_gr_80.gif]](../Images/index_gr_80.gif)
Then, ,
,
, etc.
![[Graphics:../Images/index_gr_84.gif]](../Images/index_gr_84.gif)
![[Graphics:../Images/index_gr_85.gif]](../Images/index_gr_85.gif)
![[Graphics:../Images/index_gr_86.gif]](../Images/index_gr_86.gif)
![[Graphics:../Images/index_gr_87.gif]](../Images/index_gr_87.gif)
![[Graphics:../Images/index_gr_88.gif]](../Images/index_gr_88.gif)
![[Graphics:../Images/index_gr_89.gif]](../Images/index_gr_89.gif)
![[Graphics:../Images/index_gr_90.gif]](../Images/index_gr_90.gif)
Check if this rule works for one-dimension case; are given by
![[Graphics:../Images/index_gr_92.gif]](../Images/index_gr_92.gif)
They should be equal to .
![[Graphics:../Images/index_gr_95.gif]](../Images/index_gr_95.gif)
![[Graphics:../Images/index_gr_98.gif]](../Images/index_gr_98.gif)
![[Graphics:../Images/index_gr_101.gif]](../Images/index_gr_101.gif)
![[Graphics:../Images/index_gr_104.gif]](../Images/index_gr_104.gif)
In the below, we rather use superscript to indicate the components of . For example, we use
, instead of x=
.
denotes a quadratic form with symmetric matrix
![[Graphics:../Images/index_gr_111.gif]](../Images/index_gr_111.gif)
The expectation is
![[Graphics:../Images/index_gr_114.gif]](../Images/index_gr_114.gif)
![[Graphics:../Images/index_gr_116.gif]](../Images/index_gr_116.gif)
![[Graphics:../Images/index_gr_118.gif]](../Images/index_gr_118.gif)
Similarly, for the symmetric 4-form
![[Graphics:../Images/index_gr_121.gif]](../Images/index_gr_121.gif)
![[Graphics:../Images/index_gr_123.gif]](../Images/index_gr_123.gif)
![[Graphics:../Images/index_gr_125.gif]](../Images/index_gr_125.gif)
Similarly, for the symmetric 6-form
![[Graphics:../Images/index_gr_128.gif]](../Images/index_gr_128.gif)
![[Graphics:../Images/index_gr_130.gif]](../Images/index_gr_130.gif)
![[Graphics:../Images/index_gr_132.gif]](../Images/index_gr_132.gif)