# #StackBounty: #random-variable #expected-value #wishart-distribution #cholesky-decomposition What is the expectation of the Cholesky fa…

### Bounty: 50

Let a $$d-text{dimensional}$$ Wishart random variable with $$nu$$ degrees of freedom $$Sigma$$ be distributed according to $$mathcal{W}(Sigma|Sigma_0, nu) propto |Sigma|^frac{nu-d-1}2exp{(-frac12text{tr} Sigma_0^{-1}Sigma)}$$.

What is the expected value of $$text{chol} Sigma$$?

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