Wishart Distribution
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High Quality Content by WIKIPEDIA articles! In statistics, the Wishart distribution is a generalization to multiple dimensions of the chi-square distribution, or, in the case of non-integer degrees of freedom, of the gamma distribution. It is named in honor of John Wishart, who first formulated the distribution in 1928. It is any of a family of probability distributions for nonnegative-definite matrix-valued random variables ("random matrices"). These distributions are of great importance in the estimation of covariance matrices in multivariate statistics.
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GarantieWeitere Informationen
- Allgemeine Informationen
- GTIN 09786130362317
- Editor Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken
- Sprache Englisch
- Größe H220mm x B150mm x T7mm
- Jahr 2010
- EAN 9786130362317
- Format Fachbuch
- ISBN 978-613-0-36231-7
- Titel Wishart Distribution
- Untertitel Statistics, Chi-Square Distribution, Gamma Distribution, John Wishart (statistician), Probability Distribution, Matrix (mathematics), Random Variable
- Gewicht 183g
- Herausgeber Betascript Publishers
- Anzahl Seiten 112
- Genre Mathematik
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