wishart

  1. D

    Expected value of logarithm of determinant of Wishart-distributed matrix

    Does anyone know a simple, or at least tractable, formula for E[log|W|], where W is a real Wishart-distributed matrix? It seems like there ought to be one, but my search so far has been frustrating; most of the current research seems to be on complex Wishart matrices, which I understand is very...