English Dictionary

Wishart distribution

名詞

(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.

日本語の意味

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。

In multivariate statistics, the Wishart distribution is often used to model the variability of covariance matrices estimated from sample data.

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。

意味（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.

Wishart distributions （ plural ）