In statistics, the Wishart distribution is a generalization of the gamma distribution to multiple dimensions. It is named in honor of John Wishart, ...

In this lecture, we define the Wishart distribution, which is a family of distributions for symmetric positive definite matrices, and show its relation to ...

The Wishart distribution is a multivariate continuous distribution which generalizes the Gamma distribution. Table of contents.

Thus we can see that the Wishart distribution arises from the same kind of process: it is the sum of zero mean (multivariate) normal random variables squared.

The Wishart distribution arises in a natural way as a matrix generalization of the chi-square distribution. If X,,. . . , X,, are independent with C(4) =.

The Wishart distribution W(Σ, d, n) is a probability distribution of random nonnegative-definite d × d matrices that is used to model random covariance ...

It is the conjugate prior of a multivariate normal distribution with unknown mean and precision matrix (the inverse of the covariance matrix).

The Wishart distribution is the distribution of the sample variance of independent zero-mean multivariate normal vectors (Wishart, 1928). From: Handbook ...

The Wishart distribution is the sampling distribution of the matrix of sums ... Wishart and Inverse Wishart Distributions.