Last Updated
:2025/12/03
Wishart distribution
Noun
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。
( plural )
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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
In multivariate statistics, the Wishart distribution is often used to model the variability of covariance matrices estimated from sample data.
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In multivariate statistics, the Wishart distribution is often used to model the variability of covariance matrices estimated from sample data.
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