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A note on some Wishart expectations

dc.contributor.authorMuirhead, Robb J.en_US
dc.date.accessioned2006-09-11T16:31:47Z
dc.date.available2006-09-11T16:31:47Z
dc.date.issued1986-12en_US
dc.identifier.citationMuirhead, R. J.; (1986). "A note on some Wishart expectations." Metrika 33(1): 247-251. <http://hdl.handle.net/2027.42/45838>en_US
dc.identifier.issn0026-1335en_US
dc.identifier.issn1435-926Xen_US
dc.identifier.urihttps://hdl.handle.net/2027.42/45838
dc.description.abstractIn a recent paper Sharma and Krishnamoorthy (1984) used a complicated decisiontheoretic argument to derive an identity involving expectations taken with respect to the Wishart distribution W m (n, I) . A more general result, proved using an elementary moment generating function argument, and some applications, are given in this paper.en_US
dc.format.extent138616 bytes
dc.format.extent3115 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.language.isoen_US
dc.publisherPhysica-Verlag; Physica-Verlag Ges.m.b.H. ; Springer Science+Business Mediaen_US
dc.subject.otherStatistics, Generalen_US
dc.subject.otherEconomic Theoryen_US
dc.subject.otherStatisticsen_US
dc.subject.otherProbability Theory and Stochastic Processesen_US
dc.subject.otherStatistics for Business/Economics/Mathematical Finance/Insuranceen_US
dc.titleA note on some Wishart expectationsen_US
dc.typeArticleen_US
dc.subject.hlbsecondlevelStatistics and Numeric Dataen_US
dc.subject.hlbsecondlevelSocial Sciences (General)en_US
dc.subject.hlbsecondlevelMathematicsen_US
dc.subject.hlbtoplevelSocial Sciencesen_US
dc.subject.hlbtoplevelScienceen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumDepartment of Statistics, University of Michigan, 419 South State Street, 48109-1027, Ann Arbor, Michigan, USAen_US
dc.contributor.affiliationumcampusAnn Arboren_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/45838/1/184_2005_Article_BF01894753.pdfen_US
dc.identifier.doihttp://dx.doi.org/10.1007/BF01894753en_US
dc.identifier.sourceMetrikaen_US
dc.owningcollnameInterdisciplinary and Peer-Reviewed


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