Higher Order variance and Gauss Jacobi Quadrature : II

In this report, we continue the study of higher order variances and quadrature Gauss Jacobi. Recall that the variance of order j measures the concentration of a probability close to j points $ x_{j,s} $ with weight $ \lambda_{j,s} $ which are determined by the parameters of the quadrature Gauss Jacobi. We shall study the normalized variances. We shall specify how to detect the parameters of Gaussian mixtures.