On the mean and variance of the generalized inverse of a singular Wishart matrix
On the mean and variance of the generalized inverse of a singular Wishart matrix
We derive the first and the second moments of the Moore-Penrose generalized inverse of a singular standard Wishart matrix without relying on a density. Instead, we use the moments of an inverse Wishart distribution and an invariance argument which is related to the literature on tensor functions. We also find …