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In this paper, we present both integral and infinite series expressions of μqp≡E[(x′Ax)p/(x′Bx)q] when x∼N(μ,In), where p, q are nonnegative real numbers, A is a symmetric matrix, and B is a positive semi-definite matrix. We also present efficient numerical methods for computing μqp...
Persistent link: https://www.econbiz.de/10011041907
distribution. Basic properties such as marginal and conditional distributions, moments, and the characteristic function, are also …
Persistent link: https://www.econbiz.de/10010588052
and noncentral complex Wishart. Their moments are expressed explicitly in terms of multivariate Bell polynomials, believed …, which are widely accessible in most computer algebra packages. This is shown to be the natural way of obtaining the moments …
Persistent link: https://www.econbiz.de/10010594234