International Journal of Mathematics and Mathematical Sciences
Volume 20 (1997), Issue 1, Pages 197-200
doi:10.1155/S0161171297000240

On the moments of random variables uniformly distributed over a polytope

S. Paramasamy

Department of Mathematics and Computer Science, The University of the West Indies, Trinidad and Tobago

Abstract

Suppose X=(X1,X2,,Xn) is a random vector uniformly distributed over a polytope. In this note, the author derives a formula for E(XirXjs), (the expected value of XirXjs), in terms of the extreme points of the polytope.