- Wishart distribution
- распределение Уишарта
The New English-Russian Dictionary of Radio-electronics. F.V Lisovsky . 2005.
Wishart distribution
Смотреть что такое "Wishart distribution" в других словарях:
Wishart distribution — Probability distribution name =Wishart type =density pdf cdf parameters = n > 0! deg. of freedom (real) mathbf{V} > 0, scale matrix ( pos. def) support =mathbf{W}! is positive definite pdf =frac{left|mathbf{W} ight|^frac{n p 1}{2… … Wikipedia
Inverse-Wishart distribution — In statistics, the inverse Wishart distribution, also called the inverted Wishart distribution, is a probability density function defined on matrices. In Bayesian statistics it is used as the conjugate prior for the covariance matrix of a… … Wikipedia
Wishart — is a surname, and may refer to* Arthur Wishart, Canadian politician * Bridget Wishart, English performance artist * Craig Wishart, Zimbabwean cricketer * David Wishart, Scottish author * George Wishart, Scottish Protestant of the sixteenth… … Wikipedia
Matrix normal distribution — parameters: mean row covariance column covariance. Parameters are matrices (all of them). support: is a matrix … Wikipedia
Probability distribution — This article is about probability distribution. For generalized functions in mathematical analysis, see Distribution (mathematics). For other uses, see Distribution (disambiguation). In probability theory, a probability mass, probability density … Wikipedia
Chi-squared distribution — This article is about the mathematics of the chi squared distribution. For its uses in statistics, see chi squared test. For the music group, see Chi2 (band). Probability density function Cumulative distribution function … Wikipedia
Multivariate normal distribution — MVN redirects here. For the airport with that IATA code, see Mount Vernon Airport. Probability density function Many samples from a multivariate (bivariate) Gaussian distribution centered at (1,3) with a standard deviation of 3 in roughly the… … Wikipedia
Normal-scaled inverse gamma distribution — Normal scaled inverse gamma parameters: location (real) (real) (real) (real) support … Wikipedia
Ratio distribution — A ratio distribution (or quotient distribution ) is a statistical distribution constructed as the distribution of the ratio of random variables having two other distributions.Given two stochastic variables X and Y , the distribution of the… … Wikipedia
Complex normal distribution — In probability theory, the family of complex normal distributions consists of complex random variables whose real and imaginary parts are jointly normal.[1] The complex normal family has three parameters: location parameter μ, covariance matrix Γ … Wikipedia
Hotelling's T-square distribution — In statistics, Hotelling s T square statistic, [ H. Hotelling (1931) The generalization of Student s ratio , Ann. Math. Statist., Vol. 2, pp 360 ndash;378.] named for Harold Hotelling,is a generalization of Student s t statistic that is used in… … Wikipedia
