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Purpose: To facilitate the implementation/validation of signal representations and models using parametric matrix-variate distributions to approximate the diffusion tensor distribution (DTD) $\mathcal{P}(\mathbf{D})$. Theory: We establish practical mathematical tools, the matrix moments of the DTD, enabling to compute the mean diffusion tensor and covariance tensor associated with any parametric matrix-variate DTD whose moment-generating function is known. As a proof of concept, we apply these tools to the non-central matrix-variate Gamma (nc-mv-Gamma) distribution, whose covariance tensor was so far unknown, and design a new signal representation capturing intra-voxel heterogeneity via a single nc-mv-Gamma distribution: the matrix-variate Gamma approximation. Methods: Furthering this proof of concept, we evaluate the matrix-variate Gamma approximation in silico and in vivo, in a human-brain 'tensor-valued' diffusion MRI dataset. Results: The matrix-variate Gamma approximation fails to capture the heterogeneity arising from orientation dispersion and from simultaneous variances in the trace (size) and anisotropy (shape) of the underlying diffusion tensors, which is explained by the structure of the covariance tensor associated with the nc-mv-Gamma distribution. Conclusion: The matrix moments promote a more widespread use of matrix-variate distributions as plausible approximations of the DTD by alleviating their intractability, thereby facilitating the design/validation of matrix-variate microstructural techniques.