Timeline for Expectation of a simple function of multivariate gaussians iid rvs
Current License: CC BY-SA 3.0
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| Aug 20, 2011 at 16:47 | comment | added | Did | And for $n=3$, $\lambda_1=1/\cos u$, $\lambda_2=\lambda_3=1$, the answer is $\text{cotan}^2(u)−u\text{cotan}^3(u)$. For $\lambda_1=2$, $u=\pi/3$ hence the answer is $(3\sqrt3−\pi)/(9\sqrt3)$. | |
| Aug 20, 2011 at 15:21 | history | answered | Brendan McKay | CC BY-SA 3.0 |