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It is well-known that the least squares estimator of \\(\\beta\\) is \\({\\hat \\beta}=(X^ TX)^{-1}X^ TY=\\Lambda^{-1}X^ TY. {\\hat \\beta}\\) is such that \\(E({\\hat \\beta})=\\beta\\), and \\(E({\\hat \\beta}-\\beta)({\\hat \\beta}- \\beta)^ T)=\\sigma^ 2\\Lambda^{-1}.\\)    The general ridge estimator of \\(\\beta\\) is defined by \\({\\tilde \\beta}=(X^ TX+K)^{-1}X^ TY=(\\Lambda +K)^{-1}X^ TY=(\\Lambda +K)^{-1}\\Lambda {\\hat \\beta}\\) where \\(K=diag (k_ 1,k_ 2,...,k_ p)\\) and it characterizes the estimator. The optimum value of \\(k_ i\\) obtained by minimizing the total mean squared error involves \\(\\sigma^ 2\\) and \\(\\beta_ i\\). If \\(\\sigma^ 2\\) and \\(\\beta_ i\\) are replaced by their least squares estimators, then the obtained estimator is called operational general ridge estimator \\(\\beta^*.\\)    In this paper the properties of the sampling distribution of \\(\\beta^*\\) are discussed. Under the assumption of normality of the disturbances, the exact expressions for the moments of \\(\\beta^*\\!_ i\\) are given. Under the assumption that the non-centrality parameter is large, same approximations have been worked out which are used to study kurtosis and skewness of the sampling 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