represents a Wishart distribution with scale matrix Σ and degrees of freedom parameter m.


  • To use , you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
  • The probability density for a symmetric positive definite matrix in a Wishart distribution is proportional to .
  • The scale matrix Σ can be any symmetric positive definite matrix. The parameter m can be any number such that m>Length[Σ].
  • For integer m, the Wishart distribution gives the distribution of covariance matrices of multinormal samples.
  • can be used with such functions as Mean, PDF, and RandomReal.