ABSTRACT
Theorem 6.4.3. Let the p×p symmetric random matrix S=(Sij) be distributed as Wp(n, S). The characteristic function of S (i.e., the characteristic function of S11, S22,…, Spp, 2S12,…, 2Sp-1, p) is given by
where ?=(?ij) is a real symmetric matrix of dimension p×p.
