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WishartDistribution
represents a Wishart distribution with scale matrix 
and degrees of freedom parameter m.
更多信息
- 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 can be any symmetric positive definite matrix. The parameter m can be any number such that m>Length[].
- 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.
