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On some generalized wishart expectations |
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| Authors: | Anwarul H. Joarder Mir M. Ali |
| Affiliation: | Department of Statistical and Actuarial Sciences , The University of Western Ontario , London, Ontario, N6A 5B9, Canada |
| Abstract: | In a recent paper Muirhead (1986) derived certain useful identities involving expectations taken with respect to the Wishart distribution. This note generalizes the above results by taking expectations with respect to a generalized version of the Wishart distribution, considered by Sutradhar and Ali (1989), based on a multivariate tdistribution. |
| Keywords: | Wishart distribution generalized Wishart distribution Wishart distribution based on multivariate t Wishart expectation |