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 |
|---|---|
| Pages (from-to) | 529-533 |
| Number of pages | 5 |
| Journal | Statistical Papers |
| Volume | 42 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 1 Oct 2001 |