(1) Département de Mathématiques, Université dAngers, 49045 Angers, France;(2) Laboratoire de Statistique et Probabilits, Université Paul Sabatier, 31062 Toulouse, France;(3) Department of Statistics, York UNiversity, Toronto, Canada
Abstract:
In this paper, we compute all the moments of the real Wishart distribution. To do so, we use the Gelfand pair (S2k,H), where H is the hyperoctahedral group, the representation theory of H and some techniques based on graphs.