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Value of a Random Variable 2.4.2Expectation of a Function of a Single Random Variable 2.4.3Expectations of Functions of Several Random Variables 2.4.4Moments ' 2.4.5 Chebyshev's Theorem 2.4.6 Expectations Involving Multivariate Random Variables 2.5 Some Special Distributions 2.5.1 The Bernoulli Distribution 2.5.2The Binomial Distribution 2.5.3The Multinomial Distribution 2.5.4The Gamma Distribution 2.5.5The Normal Distribution 2.5.6The Bivariate Normal Distribution 2.5.7 The Multivariate Normal Distribution 2.5.8Distributions Related to the Normal; X 2 ,t,F 2.5.9The Distribution of Quadratic Forms in Multivariate Normal Random Variables 2.6 Summary and Guide to Further Reading 2.7 Exercises 2.8 References
Judge et al. (Thu,) studied this question.