Wishart Distribution
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High Quality Content by WIKIPEDIA articles! In statistics, the Wishart distribution is a generalization to multiple dimensions of the chi-square distribution, or, in the case of non-integer degrees of freedom, of the gamma distribution. It is named in honor of John Wishart, who first formulated the distribution in 1928. It is any of a family of probability distributions for nonnegative-definite matrix-valued random variables ("random matrices"). These distributions are of great importance in the estimation of covariance matrices in multivariate statistics.
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