Expected Value
Derivation
Since and all higher-order polynomials are constructed to have zero mean (i.e., for ), we get:
Variance
Derivation
Simplifying:
Using orthonormality:
Assuming is orthonormal.
Derivation
Since and all higher-order polynomials are constructed to have zero mean (i.e., for ), we get:
Derivation
Simplifying:
Using orthonormality:
Assuming is orthonormal.