  For a random matrix following a Wishart distribution, we derive formulas for
the expectation and the covariance matrix of compound matrices. The compound
matrix of order $m$ is populated by all $m\times m$-minors of the Wishart
matrix. Our results yield first and second moments of the minors of the sample
covariance matrix for multivariate normal observations. This work is motivated
by the fact that such minors arise in the expression of constraints on the
covariance matrix in many classical multivariate problems.
