Page 290 - Introduction to Statistical Pattern Recognition
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272                        Introduction to Statistical Pattern Recognition



                                            T(k-m)T(N +1)
                                   E{u-"] =                 for  k-m  > 0         (6.85)
                                            T( k)T(N + 1 -m  )
                      Therefore,
                                                                 N(N-1)
                                   E(u-1) = - and  E(u-~} =                       (6.86)
                                           k-1                  (k - 1 )(k -2)
                      and

                               r(k-l+&)r(N+l)     N  T(k-1+6)  T(N)
                      E{&'}  =                 -                                  (6.87)
                                  T(k)T(N +6)    k-I   T(k-1)  T(N+6) '


                          62  -  T(k-2+6)T(N+l) -  N(N-1)  T(k-2+6)  T(N-1)       (6.88)
                                              -
                      E'u  I--   T(k)T(N-1+6)   (k-l)(k-2)   T(k-2)  T(N-1+6)
                      where T(x+l) = xT(x) is used.  It is known that

                                                                                  (6.89)


                      is  a  good  approximation  for  large  x  and  small  6.  Therefore,  applying  this
                      approximation,
                                k-1                      N    k-2
                      E(u61} E(-)&'       and  E(&']  z -(-)&I                    (6.90)
                                 N                      k-1  N-2
                      Combining (6.83), (6.84), (6.86), and (6.90),
                                k-1                 1              k-1
                      E{fj(X)) = -E(v-'   1 E ~(X)[1+-~(X)(cp(X))-2"'(-)2i'~l
                                 N                 2                N

                                                                                  (6.91)






                                                                k-1   k-2
                                                     + cL(cp)-2"-)(-)2",-1
                                                                 N   N-1
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