In this sense, the Wishart distribution can be considered a generalization of the Gamma distribution (take point 2 above and substitute normal random variables with multivariate normal random vectors, squares with outer products and the variance with the covariance matrix ). At the bottom of this p...
又\becausev_1,...,v_p彼此独立\thereforet_{ij}\overset{iid}\sim N(0,1)(当j...
The Wishart distribution is parameterized with a symmetric, positive semidefinite matrix,Σ, and a positive scalar degrees of freedom parameter,ν.νis analogous to the degrees of freedom parameter of a univariate chi-square distribution, andΣνis the mean of the distribution. Probability Density Fu...
Normal-Inverse-Wishart DistributionStatisticatLLC
In statistics, the Wishart distribution is generalization to multiple dimensions of the chi-squared distribution (卡方分布), or, in the case of non-integer degrees of freedom, of the gamma distribution. It is a family of probability distributions defined over symmetric, nonnegative-definite matrix-...
数学词汇英语翻译(S-Z) ... winding number 绕数wishart distribution威夏尔特分布witch 阿格尼牺舌线 ... www.zftrans.com|基于4个网页 3. 分配 於结构方程式的共变數是一种Wishart分配(Wishart distribution),这种分配要求 ir.ntut.edu.tw|基于 1 个网页...
Inverse-Wishart distribution1 Inverse-Wishart distribution Inverse-Wishart parameters: deg. of freedom (real)inverse scale matrix (pos. def)support:is positive definite pdf:mean:mode:[1]:406 In statistics, the inverse Wishart distribution, also called the inverted Wishart distribution, is a ...
whereXandTared-by-dsymmetric positive definite matrices, andνis a scalar greater than or equal tod. While it is possible to define the Inverse Wishart for singularΤ, the density cannot be written as above. If a random matrix has a Wishart distribution with parametersT–1andν, then the ...
Suppose X is an n × p matrix, each row of which is independently drawn from p-variate normal distribution with zero mean.令S=X'X则S服从Wishart分布。开方分布是Wishart分布在p=1的特殊情况 参考资料:http://en.wikipedia.org/wiki/Wishart_distribution ...
针对GIS叠置中的同名点,以维希特分布密度为似然函数,提出了各图层方差分量的极大似然估计方法。 2) lnverse wishart distribution family 逆维希特分布族 3) Brecht[英][brekt] [美][brɛkt] 布莱希特 1. The Chinese Complex inBrechts Works;