Cubature Rules and Expected Value of Some Complex Functions
Special Volume in honor of memory of S.E.Fienberg
Fassino, Claudia
Creator
Faculty
fassino@dima.unige.it
Riccomagno, Eva
Creator
Rogantin, Maria Piera
Creator
MATH / Applied Mathematics
Illinois Institute of Technology
Affiliated department
Design of experiments
Indicator function
Interpolatory cubature formulĂ¦
Precision space
Complex functions
Evaluation of expected values
2019
2019-04-12
The expected value of some complex valued random vectors is computed by means of the indicator function of a designed experiment as known in algebraic statistics. The general theory is set-up and results are obtained for finite discrete random vectors and the Gaussian random vector. The precision space of some cubature rules/designed experiments is determined.
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