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.
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Basic Examples (3)
Properties & Relations (3)
Possible Issues (1)
Introduced in 2015Updated in 2016