### Abstract

The variance of the Hadamard product of two linear combinations of a random vector is presented in terms of the mean and the variance of the random vector when a normal distribution is assumed. The mean and variance of the Hadamard product are further given for any distribution.

Original language | English |
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Pages (from-to) | 529-533 |

Number of pages | 5 |

Journal | Statistical Papers |

Volume | 42 |

Issue number | 4 |

DOIs | |

Publication status | Published - 1 Oct 2001 |

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## Cite this

Neudecker, H., & Liu, S. (2001). Statistical properties of the Hadamard product of random vectors.

*Statistical Papers*,*42*(4), 529-533. https://doi.org/10.1007/s003620100078