Abstract
Using relatively recent results from multivariate distribution theory, the expectation of a ratio of quadratic forms in normal variables is obtained. Infinite series expressions involving the invariant polynomials of matrix argument are derived. Convergence of the solution depends upon the choice made for two positive, but upper bounded, constants. The same methodology is used to obtain the expectation of multiple ratios of quadratic forms in normal variables.
Original language | English |
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Pages (from-to) | 244-257 |
Number of pages | 14 |
Journal | Journal of Multivariate Analysis |
Volume | 31 |
Issue number | 2 |
DOIs | |
Publication status | Published - 01 Nov 1989 |
Externally published | Yes |
Keywords
- generalized hypergeometric function
- invariant polynomials
- quadratic forms
- zonal polynomials