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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Facts from Wikidata (CC0).

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

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Facts from Wikidata (CC0).