On a zonal polynomial integral
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Summary: A certain multiple integral occurring in the studies of Behrens-Fisher multivariate problem has been evaluated by \textit{A. M. Mathai, S. B. Provost} and \textit{T. Hayakawa} [Bilinear forms and zonal polynomials. (1995; Zbl 0832.62044)] in terms of invariant polynomials. However, this paper explicitly evaluates the context integral in terms of zonal polynomials, thus establishing a relationship between zonal polynomial integrals and invariant polynomial integrals.
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