We obtain simple and generally applicable conditions for the existence of mixed moments E([X′ AX]u/[X′ BX]v) of the ratio of quadratic forms T = X′AX/X′BX, where A and B are n × n symmetric matrices ...
This is a preview. Log in through your library . Abstract Identities for the inverse Wishart distribution are given which are parallel to known identities for the Wishart case. Useful relationships ...