On the Existence of Moments of Ratios of Quadratic Forms
二次型比值矩的存在性
We obtain simple and generally applicable conditions for the existence of mixed moments E ([ X ′ AX ]″/[ X ′ BX ] U ) of the ratio of quadratic forms T = X ′ AX / X ′ BX where A and B are n × n symmetric matrices and X is a random n -vector. Our principal theorem is easily stated when X has an elliptically symmetric distribution, which class includes the multivariate normal and t distributions, whether degenerate or not. The result applies to the ratio of multivariate…