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Wishart distribution

Wishart distribution noun: 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.

Noun

Wishart distribution (plural Wishart distributions)

  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...2006, Nhu D. Le, James V. Zidek, Statistical Analysis of Environmental Space-Time Processes, Springer, page 142
    • The basic properties of Wishart distributions are studied in Section 7.3.2008, Martin Bilodeau, David Brenner, Theory of Multivariate Statistics, Springer, page 85

Examples of Wishart distribution in a sentence

  • 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).2006, Nhu D. Le, James V. Zidek, Statistical Analysis of Environmental Space-Time Processes, Springer, page 142:
  • Recall from Appendix B that the Wishart distribution W#95;d(#92;Sigma,n) is characterized by a positive definite matrix #92;Sigma and the degrees of freedom n.2015, Sudharman K. Jayaweera, Signal Processing for Cognitive Radios, Wiley, page 459:

Forms of Wishart distribution

pluralWishart distributions

Origin of Wishart distribution

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

Questions about Wishart distribution

What does Wishart distribution mean?
Wishart distribution means 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.
How do you use Wishart distribution in a sentence?
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).
What part of speech is Wishart distribution?
Wishart distribution is a noun.
What is the plural of Wishart distribution?
The plural of Wishart distribution is Wishart distributions.

Words near Wishart distribution in the dictionary

  1. wishable
  2. wishalloy
  3. Wisham
  4. Wishams
  5. Wishart
  6. Wishart distribution
  7. Wishart distributions
  8. Wisharts
  9. Wishaw
  10. wishbone
  11. wishbone bush

Source and license

Adapted from Wiktionary: Wishart distribution (page history and authors). Text available under the Creative Commons Attribution-ShareAlike 4.0 license. Word.ws reformatted the entry and added links. Wiktionary data of 2026-09-02.

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