摘要：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.
关键词：Trace; Wishart Matrix; Sphericity; Latent Roots; A-Hypergeometric Functions; Humbert Function
