Wolfram Language & System 11.0 (2016)|Legacy Documentation
represents a Marchenko–Pastur distribution with asymptotic ratio and scale parameter .
represents a Marchenko–Pastur distribution with unit scale parameter.
- MarchenkoPasturDistribution is the limiting spectral density of random matrices from WishartMatrixDistribution.
- The derivative of cumulative distribution function at in a Marchenko–Pastur distribution is proportional to with for between and .
- Marchenko–Pastur distribution has a point mass at with probability when .
- MarchenkoPasturDistribution allows and to be any positive real numbers.
- MarchenkoPasturDistribution allows σ to be a quantity of any unit dimension, and λ to be a dimensionless quantity. »
- MarchenkoPasturDistribution can be used with such functions as Mean, CDF, and RandomVariate.
Introduced in 2015
(10.3)| Updated in 2016