A note on some Wishart expectations |
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| Authors: | Prof. R. J. Muirhead |
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| Affiliation: | (1) Department of Statistics, University of Michigan, 419 South State Street, 48109-1027 Ann Arbor, Michigan, USA |
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| Abstract: | Summary In a recent paper Sharma and Krishnamoorthy (1984) used a complicated decisiontheoretic argument to derive an identity involving expectations taken with respect to the Wishart distributionWm(n, I). A more general result, proved using an elementary moment generating function argument, and some applications, are given in this paper.This work was supported by the National Science Foundation. |
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