• Journal of the Korean Statistical Society
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• 제25권3호
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• pp.393-406
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• 1996

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.

• Communications for Statistical Applications and Methods
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• 제5권2호
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• pp.531-538
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• 1998

This paper first examines the skewness of Wishart distribution, using Tracy and Sultan(1993)'s results. Second, it investigates the variance-covariance matrix of random matrix $S_Y=YY'$ which has a non-central Wishart distribution. Third, it proposes the exact form of the third moment of the random matrix with non-central Wishart distribution.

• Journal of applied mathematics & informatics
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• 제12권1_2호
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• pp.323-334
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• 2003

We review the developmental history of the moment matrix of matrix quadratic form. This paper also investigates, the moment matrix of (non-central) Wishart distribution, which is multi-version of X$^2$ distribution.