My main blog
http://blog.tanbin.com
Labels
_fuxi
(75)
_IV
(146)
_misc
(5)
{610610
(30)
algo
(1)
automatedTrading
(8)
banking/economy
(3)
book
(14)
c++misc
(125)
c++real
(15)
c++STL/java_container
(7)
cppTemplate
(1)
db
(13)
DB_tuning
(4)
deepUnder
(1)
dotnet
(69)
eTip
(17)
excelVBA
(12)
finance+sys
(34)
financeMisc
(24)
financeRisk
(2)
financeTechMisc
(4)
financeVol
(21)
finmath
(17)
fixedIncome
(25)
forex
(16)
IDE
(24)
invest
(1)
java
(43)
latency
(4)
LinearAlgebra
(3)
math
(30)
matlab
(24)
memoryMgmt
(11)
metaPrograming
(2)
MOM
(15)
msfm
(1)
murex
(4)
nofx
(11)
nosql
(3)
OO_Design
(1)
original_content
(4)
scriptUnixAutosys
(19)
SOA
(7)
socket/stream
(15)
sticky
(1)
subquery+join
(2)
swing
(32)
sybase
(6)
tech_orphan
(12)
tech+fin_career
(30)
telco
(11)
thread
(21)
timeSaver
(13)
tune
(10)
US_imm
(2)
US_misc
(2)
windoz
(20)
z_algo+dataStructure
(4)
z_arch
(2)
z_c#GUI
(30)
z_career
(10)
z_career]US^Asia
(2)
z_careerBig20
(1)
z_careerFinanceTech
(11)
z_FIX
(6)
z_forex
(31)
z_hib
(2)
z_ikm
(7)
z_inMemDB
(3)
z_j2ee
(10)
z_oq
(14)
z_php
(1)
z_py
(26)
z_quant
(4)
z_skillist
(3)
z_spr
(5)
Sunday, January 25, 2015
E[Z^n] where Z~N(0,1)
Note the pattern 10103, thanks to Brett.
power E
-------------
0 1 ...
1 0 ... E[Z] = 0
2 1 ... E[ZZ] = 1 thanks to variance ...
3 0 ... symmetry of the pdf of Z
4 3 ... just memorize
Newer Post
Older Post
Home