[機統] 急問期望值證明已刪文
X = {Xi} i=1,2,....,p
Each Xi is independent Gaussian r.v.'s with zero mean.
f : R^p ->C differentiable
with polynomially bounded partial derivatives f_k
Prove: E[Xkf(X)] = E[Xk^2] E[f_k(X)]
提示是 integration by parts，但對 E[Xkf(X)] 沒有概念如何下去計算~
請高手開示@@
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她的視線還是那麼地不純粹，就像把自己埋在城市的轉彎裡。
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※ 編輯: hectorhsu 來自: 59.120.151.27 (03/24 12:27)