A note on some Wishart expectations
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.
scientific article; zbMATH DE number 3974086