Wolfram Language & System 11.0 (2016)|Legacy Documentation

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MarchenkoPasturDistribution

MarchenkoPasturDistribution[λ,σ]
represents a MarchenkoPastur distribution with asymptotic ratio and scale parameter .

MarchenkoPasturDistribution[λ]
represents a MarchenkoPastur distribution with unit scale parameter.

DetailsDetails

ExamplesExamplesopen allclose all

Basic Examples  (3)Basic Examples  (3)

Probability density function:

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Cumulative distribution function:

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Mean and variance:

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