An explicit Wishart moment formula for the product of two disjoint
principal minors
An explicit Wishart moment formula for the product of two disjoint
principal minors
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 put forth by Samuel S. Wilks in 1934 in the Annals of Mathematics. The proof makes crucial use of hypergeometric …