Last Updated：2025/12/03

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(statistics) 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.

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Wishart distribution

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Wishart distribution

Noun

(statistics) 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.

Japanese Meaning

統計学において、ウィシャート分布は、カイ二乗分布を任意の整数次元に、またはガンマ分布を非整数自由度に一般化した確率分布を指します。

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Google Translation / DeepL Translation

多変量解析では、カイ二乗分布を多次元に一般化した分布が、標本データから推定された共分散行列の変動性をモデル化するためにしばしば用いられます。

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Sense（1）

(statistics) 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.

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Wishart distributions

（ plural ）

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Wishart distribution

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