Betascript Publishers

Wishart Distribution

Name: Wishart Distribution
Brand: Betascript Publishers
SKU: 4a7a5b5289982c9fefa76e4651e79f04

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Bol Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In statistics, the Wishart distribution is a generalization to multiple dimensions of the chi-square distribution, or, in the case of non-integer degrees of freedom, of the gamma distribution. It is named in honor of John Wishart, who first formulated the distribution in 1928. It is any of a family of probability distributions for nonnegative-definite matrix-valued random variables ("random matrices"). These distributions are of great importance in the estimation of covariance matrices in multivariate statistics.

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Beschrijving (1)

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In statistics, the Wishart distribution is a generalization to multiple dimensions of the chi-square distribution, or, in the case of non-integer degrees of freedom, of the gamma distribution. It is named in honor of John Wishart, who first formulated the distribution in 1928. It is any of a family of probability distributions for nonnegative-definite matrix-valued random variables ("random matrices"). These distributions are of great importance in the estimation of covariance matrices in multivariate statistics.

Lees meer