Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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The General Mornent of Non-central Wishart Distribution

  • Chul Kang (Center for Applied Mathematics and Department of Mathematics, KAIST, 373-1, Kusong-dong, Yusong-gu, Taejon, 305-701, Korea.) ;
  • Kim, Byung-Chun
  • Published : 1996.09.01
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Abstract

We obtain the general moment of non-central Wishart distribu-tion, using the J-th moment of a matrix quadratic form and the 2J-th moment of the matrix normal distribution. As an example, the second moment and kurtosis of non-central Wishart distribution are also investigated.

Keywords

References

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