Wishart distribution

GPTKB entity

Statements (24)
Predicate Object
gptkbp:instanceOf gptkb:organization
gptkbp:category continuous distribution
matrix-valued distribution
gptkbp:conjugatePriorFor multivariate normal distribution covariance matrix
gptkbp:field gptkb:probability_theory
statistics
gptkbp:generalizes gptkb:chi-squared_distribution
https://www.w3.org/2000/01/rdf-schema#label Wishart distribution
gptkbp:introducedIn 1928
gptkbp:meaning degrees of freedom times scale matrix
gptkbp:namedAfter gptkb:John_Wishart
gptkbp:notation W_p(V, n)
gptkbp:parameter degrees of freedom
scale matrix
gptkbp:relatedTo gptkb:inverse_Wishart_distribution
matrix normal distribution
gptkbp:supports set of positive-definite matrices
gptkbp:type multivariate distribution
gptkbp:usedIn Bayesian statistics
multivariate statistics
covariance matrix estimation
gptkbp:variant function of degrees of freedom and scale matrix
gptkbp:bfsParent gptkb:multivariate_normal_distribution
gptkbp:bfsLayer 6