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math.PR2024★ 4 cited
An explicit Wishart moment formula for the product of two disjoint principal minors
Christian Genest, Frédéric Ouimet, Donald Richards
This paper provides the first explicit formula for the expectation of the product of two disjoint principal minors of a Wishart random matrix, solving a part of a broader problem p…
math.PR2024★ 1 cited
Central and noncentral moments of the multivariate hypergeometric distribution
Frédéric Ouimet
In this short note, explicit formulas are developed for the central and noncentral moments of the multivariate hypergeometric distribution. A numerical implementation is provided i…