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The Variance of the Product ofKRandom Variables

 

作者: LeoA. Goodman,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1962)
卷期: Volume 57, issue 297  

页码: 54-60

 

ISSN:0162-1459

 

年代: 1962

 

DOI:10.1080/01621459.1962.10482151

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

An exact formula for the variance of the product ofKrandom variables,x1,x2, ···,xK, is given as a function of the means and the central product-moments of thexi. The usual approximate variance formula for

 

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