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danielmedic

danielmedic in statisticians

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Does anyone know a simple formula for the expected value of the logarithm of the determinant of a Wishart-distributed matrix? It seems like there ought to be one, but my search so far has been frustrating.

(x-posted to stat_geeks)

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I have never used a Wishart-distributed matrix before, but looking at the list of web pages, I'm not sure there is a formula that would be simple.
Well, I'm a statistician and I didn't know! It turns out there is one, which I'll post id anyone still cares five years later ...

November 2011

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