Moments of generalized Wishart distributions are obtained through tensor differential forms and reindexing. C' 1995 Academic Press, Inc.
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
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
An algorithm is proposed and notions defined to determine the minimal sets of all possible higher order moments and cumulants of a random vector or a random matrix. The main attention has been paid to the case of symmetric matrices. Using the introduced notions, cumulants of arbitrary order for the
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,