A note on some Wishart expectations (Q1082750)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on some Wishart expectations |
scientific article; zbMATH DE number 3974086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on some Wishart expectations |
scientific article; zbMATH DE number 3974086 |
Statements
A note on some Wishart expectations (English)
0 references
1986
0 references
In a recent paper \textit{D. Sharma} and \textit{K. Krishnamoorthy} [ibid. 33, 65-68 (1986; Zbl 0588.62069)] used a complicated decision-theoretic argument to derive an identity involving expectations taken with respect to the Wishart distribution \(W_ m(n,I)\). A more general result, proved using an elementary moment generating function argument, and some applications, are given in this paper.
0 references
expectation identity
0 references
elementary proof
0 references
Wishart distribution
0 references
moment generating function
0 references
