Wishart distribution

plural Wishart distributions

1. mathematicsA generalisation of the chi-square distribution to an arbitrary (integer) number of dimensions, or of the gamma distribution to a non-integer number of degrees of freedom.

   The basic properties of Wishart distributions are studied in Section 7.3.

   2008, Martin Bilodeau, David Brenner, Theory of Multivariate Statistics, Springer, page 85

   2 more examples

   The novelty of this work lies in its incorporation of a general conjugate prior distribution for the covariance matrix, namely a generalized inverted Wishart distribution (GIW). As its name suggests, this distribution, discovered by Brown et al. (1994b) generalizes the well-known inverted Wishart distribution.

   2006, Nhu D. Le, James V. Zidek, Statistical Analysis of Environmental Space-Time Processes, Springer, page 142

   Recall from Appendix B that the Wishart distribution W#95;d(#92;Sigma,n) is characterized by a positive definite matrix #92;Sigma and the degrees of freedom n.

   2015, Sudharman K. Jayaweera, Signal Processing for Cognitive Radios, Wiley, page 459