Topic
Wishart distribution.
in statistics, a generalization to multiple dimensions of the chi-squared distribution or the gamma distribution
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About Wishart distribution
In statistics, the Wishart distribution is a generalization of the gamma distribution to multiple dimensions. It is named in honor of John Wishart, who first formulated the distribution in 1928. Other names include Wishart ensemble, or Wishart–Laguerre ensemble, or LOE, LUE, LSE.
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