Metrika

, Volume 33, Issue 1, pp 247–251 | Cite as

A note on some Wishart expectations

  • R. J. Muirhead
Publications

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 distributionW m (n, I). A more general result, proved using an elementary moment generating function argument, and some applications, are given in this paper.

Keywords

Generate Function Stochastic Process Probability Theory Economic Theory General Result 

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References

  1. Efron B, Morris C (1976) Multivariate empirical Bayes and estimation of covariance matrices. Ann Statist 4:22–32Google Scholar
  2. James AT (1964) Distributions of matrix variates and latent roots derived from normal samples. Ann Math Statist 35:475–501Google Scholar
  3. Muirhead RJ (1982) Aspects of multivariate statistical theory. John Wiley & Sons, New YorkGoogle Scholar
  4. Sharma D, Krishnamoorthy K (1984) An, identity involving a Wishart matrix. To appear in MetrikaGoogle Scholar

Copyright information

© Physica-Verlag 1986

Authors and Affiliations

  • R. J. Muirhead
    • 1
  1. 1.Department of StatisticsUniversity of MichiganAnn ArborUSA

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