Graph presentations for moments of noncentral Wishart distributions and their applications
Statistics Theory
2014-03-28 v2 Statistics Theory
Abstract
We provide formulas for the moments of the real and complex noncentral Wishart distributions of general degrees. The obtained formulas for the real and complex cases are described in terms of the undirected and directed graphs, respectively. By considering degenerate cases, we give explicit formulas for the moments of bivariate chi-square distributions and Wishart distributions by enumerating the graphs. Noting that the Laguerre polynomials can be considered to be moments of a noncentral chi-square distributions formally, we demonstrate a combinatorial interpretation of the coefficients of the Laguerre polynomials.
Keywords
Cite
@article{arxiv.0912.0577,
title = {Graph presentations for moments of noncentral Wishart distributions and their applications},
author = {Satoshi Kuriki and Yasuhide Numata},
journal= {arXiv preprint arXiv:0912.0577},
year = {2014}
}