WishartDistribution
WishartDistribution[Σ,m]
represents a Wishart distribution with scale matrix Σ and degrees of freedom parameter m.
更多信息和选项
- To use WishartDistribution, 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 Σ can be any symmetric positive definite matrix. The parameter m can be any number such that m>Length[Σ].
- For integer m, the Wishart distribution gives the distribution of covariance matrices of multinormal samples.
- WishartDistribution can be used with such functions as Mean, PDF, and RandomReal.
范例
打开所有单元关闭所有单元Possible Issues (2)
WishartDistribution is not defined when Σ is not symmetric and positive definite:
WishartDistribution is not defined when m<Length[Σ]:
Substitution of invalid parameters into symbolic outputs gives results that are not meaningful:
文本
Wolfram Research (2007)，WishartDistribution，Wolfram 语言函数，https://reference.wolfram.com/language/MultivariateStatistics/ref/WishartDistribution.html.
CMS
Wolfram 语言. 2007. "WishartDistribution." Wolfram 语言与系统参考资料中心. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/WishartDistribution.html.
APA
Wolfram 语言. (2007). WishartDistribution. Wolfram 语言与系统参考资料中心. 追溯自 https://reference.wolfram.com/language/MultivariateStatistics/ref/WishartDistribution.html 年