the normal-Wishart distribution (or Gaussian-Wishart distribution) is a multivariate four-parameter family of continuous probability distributions. It...

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

probability theory and statistics, the normal-inverse-Wishart distribution (or Gaussian-inverse-Wishart distribution) is a multivariate four-parameter family...

normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional (univariate) normal distribution...

In statistics, the inverse Wishart distribution, also called the inverted Wishart distribution, is a probability distribution defined on real-valued positive-definite...

matrix normal distribution or matrix Gaussian distribution is a probability distribution that is a generalization of the multivariate normal distribution to...

s^{2}\chi _{k}^{2}} is a reparametrization of the gamma distribution and the univariate Wishart distribution. Specifically if X ∼ s 2 χ k 2 {\displaystyle X\sim...

the ratio Z = X/Y is a ratio distribution. An example is the Cauchy distribution (also called the normal ratio distribution), which comes about as the ratio...

distribution (a complex normal distribution is a bivariate normal distribution) Generalized chi-squared distribution Wishart distribution Complex random variable...

internally studentized residuals Wilks' lambda distribution Wishart distribution Modified half-normal distribution with the pdf on ( 0 , ∞ ) {\displaystyle...

In statistics, the complex Wishart distribution is a complex version of the Wishart distribution. It is the distribution of n {\displaystyle n} times...

}{2}}} . inverse Wishart distribution. matrix gamma distribution. matrix normal distribution. matrix t-distribution. Wishart distribution. Iranmanesha, Anis;...

of the Wishart distribution, and is used similarly, e.g. as the conjugate prior of the precision matrix of a multivariate normal distribution and matrix...

{\text{N-}}\Gamma ^{-1}.} ) The normal-inverse-Wishart distribution is a generalization of the normal-inverse-gamma distribution that is defined over multivariate...

gamma distribution is the conjugate prior for the precision of the normal distribution with known mean. The matrix gamma distribution and the Wishart distribution...

elliptical distribution is any member of a broad family of probability distributions that generalize the multivariate normal distribution. In the simplified...

Bernoulli distribution. The Wishart distribution The inverse-Wishart distribution The Lewandowski-Kurowicka-Joe distribution The matrix normal distribution The...

Chi-square distribution Chow test Gamma distribution Hotelling's T-squared distribution Wilks' lambda distribution Wishart distribution Modified half-normal distribution...

distribution arises as the marginal posterior distribution for the unknown variance of a normal distribution, if an uninformative prior is used, and as an...

distribution. It is used in Bayesian inference as conjugate prior for the variance of the normal distribution. The inverse chi-squared distribution (or...

(MANOVA). Wilks' lambda distribution is defined from two independent Wishart distributed variables as the ratio distribution of their determinants, given...

categorical distribution and multinomial distribution; generalization of the beta distribution Wishart distribution, for a symmetric non-negative definite...

|X_{t},A_{t},O_{fg})} is feasible". The algorithm employs a Normal-Wishart distribution as the conjugate prior of p ( θ | X t , A t , O f g ) {\displaystyle...

marginal distribution of a sample bivariate normal covariance, a result also shown in the Wishart Distribution article. The approximate distribution of a...

The complex inverse Wishart distribution is a matrix probability distribution defined on complex-valued positive-definite matrices and is the complex...

family, and also consider the Wishart distribution, conjugate prior of the covariance matrix of a multivariate normal distribution, for an example where a large...

{\displaystyle M} is a p × p {\displaystyle p\times p} random matrix with a Wishart distribution W ( I p , p , m ) {\displaystyle W(\mathbf {I} _{p,p},m)} with unit...

inverse distributions include inverse-chi-squared distribution inverse-gamma distribution inverse-Wishart distribution inverse matrix gamma distribution Inverse...

distribution with an inverse Wishart distribution placed over either of its covariance matrices, and the multivariate t-distribution can be generated in a similar...

Dirichlet Distributions) Olkin, Ingram; Rubin, Herman (1964). "Multivariate Beta Distributions and Independence Properties of the Wishart Distribution". The...