Covariance identities for normal variables via convex polytopes
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References listed on IDEAS
- Rinott, Yosef & Samuel-Cahn, Ester, 1994. "Covariance between variables and their order statistics for multivariate normal variables," Statistics & Probability Letters, Elsevier, vol. 21(2), pages 153-155, September.
- Liu, Jun S., 1994. "Siegel's formula via Stein's identities," Statistics & Probability Letters, Elsevier, vol. 21(3), pages 247-251, October.
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Keywords
Convex polytope Covariance Gaussian random variable Steiner point;Statistics
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