A note on some Wishart expectations
type: Item
instance of: scholarly article
title: A note on some Wishart expectations
zbMATH Open document ID: 0603.62057
DOI: 10.1007/BF01894753
author: Robb J. Muirhead
published in: Metrika
publication date: 1986-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/176056
review text: 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.
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 3974086
zbMATH Keywords: expectation identity
zbMATH Keywords: elementary proof
zbMATH Keywords: Wishart distribution
zbMATH Keywords: moment generating function
MaRDI profile type: Publication
cites work: Multivariate empirical Bayes and estimation of covariance matrices
cites work: Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
cites work: Q3219581
cites work: An identity concerning a Wishart matrix
description: scientific article; zbMATH DE number 3974086