Wishart distribution

名词 n.
中文释义

英文释义

名词 n.
  1. A generalisation of the chi-square distribution to an arbitrary (integer) number of dimensions, or of the gamma distribution to a non-integer number of degrees of freedom.
    — The novelty of this work lies in its incorporation of a general conjugate prior distribution for the covariance matrix, namely a generalized inverted Wishart distribution (GIW). As its name suggests, this distribution, discovered by Brown et al. (1994b) generalizes the well-known inverted Wishart distribution.

词形变化

Wishart distributions plural

词源

Named in honour of Scottish mathematician John Wishart, who formulated the distribution in 1928.
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