ON MOMENTS OF THE INVERTED WISHART DISTRIBUTION

Authors
VONROSEN D
Citation
D. Vonrosen, ON MOMENTS OF THE INVERTED WISHART DISTRIBUTION, Statistics, 30(3), 1997, pp. 259-278
Citations number
11
Journal title
Statistics → ACNP
ISSN journal
02331888
Volume
30
Issue
3
Year of publication
1997
Pages
259 - 278
Database
ISI
SICI code
0233-1888(1997)30:3<259:OMOTIW>2.0.ZU;2-0
Abstract
Moments of arbitrary order for the inverted Wishart distribution are o btained 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 .