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.
Citation
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
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