Proof of Conjectures About the Expected Values of the Elementary Symmetric Functions of a Noncentral Wishart Matrix
The Annals of Statistics · 1974 · Volume 2 · Issue 4
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.
Keywords
elementary symmetric function, Noncentral Wishart matrix, positive definite quadratic form in matrix argument
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