Rotation identity for inverse Wishart second moments: $\mathbb{E}[(W^{-1})_{ii}^2] = \mathbb{E}[(W^{-1})_{ii}(W^{-1})_{jj}] + 2\,\mathbb{E}[(W^{-1})_{ij}^2]$

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Rotation identity for inverse Wishart second moments: $\mathbb{E}[(W^{-1})_{ii}^2] = \mathbb{E}[(W^{-1})_{ii}(W^{-1})_{jj}] + 2\,\mathbb{E}[(W^{-1})_{ij}^2]$ · Prove2Me