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July, 1974 Proof of Conjectures About the Expected Values of the Elementary Symmetric Functions of a Noncentral Wishart Matrix
B. K. Shah, C. G. Khatri
Ann. Statist. 2(4): 833-836 (July, 1974). DOI: 10.1214/aos/1176342773

Abstract

This paper provides proof of conjectures about the expected values of the $j$th elementary symmetric function of the roots (i.e. $E(\operatorname{tr}_j A)$) of a non-central Wishart matrix. Utilizing this result we have obtained computationally convenient formula for the expected value of the $j$th elementary symmetric function of the roots of central positive definite quadratic form in matrix argument.

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B. K. Shah. C. G. Khatri. "Proof of Conjectures About the Expected Values of the Elementary Symmetric Functions of a Noncentral Wishart Matrix." Ann. Statist. 2 (4) 833 - 836, July, 1974. https://doi.org/10.1214/aos/1176342773

Information

Published: July, 1974
First available in Project Euclid: 12 April 2007

zbMATH: 0285.62026
MathSciNet: MR362716
Digital Object Identifier: 10.1214/aos/1176342773

Rights: Copyright © 1974 Institute of Mathematical Statistics

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Vol.2 • No. 4 • July, 1974
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