Meaning of Wishart distribution | Babel Free
Definitions
A 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.
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.”
“The basic properties of Wishart distributions are studied in Section 7.3.”
“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.”
CEFR level
B2
Upper Intermediate
This word is part of the CEFR B2 vocabulary — upper intermediate level.
This word is part of the CEFR B2 vocabulary — upper intermediate level.
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