Wishart distribution

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English

English Wikipedia has an article on:

Wishart distribution

Etymology

Named in honour of Scottish mathematician John Wishart, who formulated the distribution in 1928.

Noun

Wishart distribution (plural Wishart distributions)

(statistics) 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.
- 2006, Nhu D. Le, James V. Zidek, Statistical Analysis of Environmental Space-Time Processes, Springer, page 142:
  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.
- 2008, Martin Bilodeau, David Brenner, Theory of Multivariate Statistics, Springer, page 85:
  The basic properties of Wishart distributions are studied in Section 7.3.
- 2015, Sudharman K. Jayaweera, Signal Processing for Cognitive Radios, Wiley, page 459:
  Recall from Appendix B that the Wishart distribution $W_{d}(\Sigma ,n)$ is characterized by a positive definite matrix $\Sigma$ and the degrees of freedom $n$ .

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