expected value of inverse sample covariance?

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#612

From: Behzad M Shahshahani
Date: Thu, 01 Oct 1992 20:19

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I have been trying to find the expected value of inverse of S, the
unbiased covariance estimte. Does anyone know what this expected value is, 
or any references??
                                                         T
E{inverse(S)} = ??, where S=1/n-1 (sum((xi-xbar)(xi-xbar) )

Thanks in advance.

-Behzad Shahshahani

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From: behzad@ec.ecn.purdue.edu (Behzad M Shahshahani)
Subject: expected value of inverse sample covariance?
Message-ID: <1992Oct1.201906.14311@noose.ecn.purdue.edu>
Sender: B.M.Shahshahani
Organization: Purdue University Engineering Computer Network
Date: Thu, 1 Oct 1992 20:19:06 GMT
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