MarchenkoPasturDistribution

MarchenkoPasturDistribution[λ,σ]

represents a MarchenkoPastur distribution with asymptotic ratio and scale parameter .

MarchenkoPasturDistribution[λ]

represents a MarchenkoPastur distribution with unit scale parameter.

Details

Examples

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Basic Examples  (3)

Probability density function:

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Cumulative distribution function:

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Mean and variance:

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Scope  (7)

Applications  (1)

Properties & Relations  (3)

Possible Issues  (1)

See Also

WishartMatrixDistribution  WignerSemicircleDistribution  TracyWidomDistribution

Introduced in 2015
(10.3)
| Updated in 2016
(10.4)