A Note on the Absolute Moments of the Bivariate Normal Distribution
| Year of publication: |
2018
|
|---|---|
| Authors: | Haas, Markus |
| Publisher: |
[2018]: [S.l.] : SSRN |
| Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
| Description of contents: |
A short and simple calculation of the expected absolute value of the product of two correlated zero-mean normal variables is provided
|
| Extent: | 1 Online-Ressource (8 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: Economics Bulletin, Vol. 38 No. 1 pp. 650-656 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 9, 2018 erstellt |
| Classification: | C4 - Econometric and Statistical Methods: Special Topics ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012919661