Relationships To Other Distributions
- The Wishart distribution is related to the Inverse-Wishart distribution, denoted by, as follows: If and if we do the change of variables, then . This relationship may be derived by noting that the absolute value of the Jacobian determinant of this change of variables is, see for example equation (15.15) in.
- In Bayesian statistics, the Wishart distribution is a conjugate prior for the precision parameter of the multivariate normal distribution, when the mean parameter is known.
- A generalization is the multivariate gamma distribution.
- A different type of generalization is the normal-Wishart distribution, essentially the product of a multivariate normal distribution with a Wishart distribution.
Read more about this topic: Wishart Distribution
Famous quotes containing the words relationships to:
“With only one life to live we can’t afford to live it only for itself. Somehow we must each for himself, find the way in which we can make our individual lives fit into the pattern of all the lives which surround it. We must establish our own relationships to the whole. And each must do it in his own way, using his own talents, relying on his own integrity and strength, climbing his own road to his own summit.”
—Hortense Odlum (1892–?)