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.