We develop a method to compute the moments of the eigenvalue densities of matrices in the Gaussian, Laguerre and Jacobi ensembles for all the symmetry classes β ∈ {1, 2, 4} and finite matrix dimension n. The moments of the Jacobi ensembles have a physical interpretation as the moments of the transmission eigenvalues of an electron through a quantum dot with chaotic dynamics. For the Laguerre ensemble we also evaluate the finite n negative moments. Physically, they correspond to the moments of the proper delay times, which are the eigenvalues of the Wigner-Smith matrix. Our formulae are well suited to an asymptotic analysis as n → ∞. Appendix B. The Generating Function f j (s) References