Moments of wishart distribution |
| |
| Authors: | Shagufta A Sultan Derrick S Tracy |
| |
| Institution: | Department of Mathematics and Statistics , University of Windsor , Windsor, Ontario, N9B 3P4 |
| |
| Abstract: | Moments of central and noncentral Wishart distributions are obtained by differentiating their characteristic functions applying matrix derivative techniques, using a special operator which takes into account the symmetry of the matrices. As a special case, higher moments of the multivariate normal distribution are obtained, arranged automatically in a square matrix form |
| |
| Keywords: | |
|
|
