The trace of a Wishart matrix, either central or non-central, has important roles in various multi-variate statistical questions. We review several expressions of its distribution given in the literature, establish some new results and provide a discussion on computing methods on the distribution of the ratio: the largest eigenvalue to trace.
KeywordsTraceWishart MatrixSphericityLatent RootsA-Hypergeometric FunctionsHumbert Function
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