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All Invariant Moments of the Wishart Distribution

✍ Scribed by Gérard Letac; Hélène Massam


Book ID
111008704
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
265 KB
Volume
31
Category
Article
ISSN
0303-6898

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📜 SIMILAR VOLUMES


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Moments of generalized Wishart distributions are obtained through tensor differential forms and reindexing. C' 1995 Academic Press, Inc.

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✍ I-Li Lu; Donald St.P. Richards 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 173 KB

independently derived a generalization of MacMahon's master theorem. In this article we apply their result to obtain an explicit formula for the moments of arbitrary polynomials in the entries of X, a real random matrix having a Wishart distribution. In the case of the complex Wishart distributions,