Let $u\sim \mathcal{N}(0,I)$ follow the multivariate standard normal distribution. Let $A$ and $B$ be two positive semidefinite matrices. What is the expectation of $\frac{u^\top A u}{u^\top B u}$?
Thank you!
Let $u\sim \mathcal{N}(0,I)$ follow the multivariate standard normal distribution. Let $A$ and $B$ be two positive semidefinite matrices. What is the expectation of $\frac{u^\top A u}{u^\top B u}$?
Thank you!
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