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On Moments of the Inverted Wishart Distribution

 

作者: Dietrich Von Rosen,  

 

期刊: Statistics  （Taylor Available online 1997）
卷期: Volume 30, issue 3  

页码: 259-278

 

ISSN:0233-1888

 

年代: 1997

 

DOI:10.1080/02331889708802613

 

出版商: Gordon & Breach Science Publishers

 

关键词: Primary 60E99;Secondary 15A99;Inverted Wishart distribution;recursive relation;moments;inverse Wishart moments

 

数据来源: Taylor

 

摘要:

Moments of arbitrary order for the inverted Wishart distribution are obtained with the help of a factorization theorem, moments for normally distributed variables and inverse moments for chi-squared variables. Expressions are given in a recursive as well as a non-recursive manner.

 

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