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A new algorithm for computing moments of complex non-central Wishart distributions

Authors
: Dr. Giuseppe Guarino
0
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A new algorithm for computing joint moments of complex non-central Wishart distributions W is provided, relied on a symbolic method which is particularly suited to be implemented for multivariate statistical distributions by using necklaces.The present worksheet constitutes an updated version of a previously published worksheet on the same algorithm. We have also included an algorithm for computing the moments using partial derivatives of the moment generating function.

Application Details

Publish Date: February 25, 2013
Created In: Maple 12 , Maple 2024
Language: English
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randommatrix moment probability sequence

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