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 |