A note on some Wishart expectations
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.
KeywordsGenerate Function Stochastic Process Probability Theory Economic Theory General Result
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