Some generalized multiple integrals involving zonal polynomials Original Research Article

Subrahmaniam [1] records the expected values of certain zonal polynomials for the multivariate Dirichlet distribution. Actually, these results are expected values of certain zonal polynomials for the multivariate beta distribution. The present paper evaluates the expected values for a single matrix-variate noncentral Dirichlet distribution. Chikuse [2] shows that such integrals find applications to the distribution of sum of Wishart matrices.