Computing the mean and covariance matrix of some multivariate distributions, in particular, multivariate normal distribution and Wishart distribution are considered in this article. It involves a matrix transformation of the normal random vector into a random vector whose components are independent normal random variables, and then integrating…

Using the divergence theorem technique of L. Eifler and N.H. Rhee, "The n-dimensional Pythagorean Theorem via the Divergence Theorem" (to appear: Amer. Math. Monthly), we extend the law of cosines for a triangle in a plane to an "n"-dimensional simplex in an "n"-dimensional space.