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Represent the Wishart distribution
ResourceFunction["WishartDistribution"][Σ,m] represents a Wishart distribution with scale matrix Σ and degrees of freedom parameter m. |
The mean of a Wishart distribution:
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The variance:
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Probability density function:
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Generate a set of pseudorandom matrices that follow a Wishart distribution:
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WishartDistribution is not defined when Σ is not symmetric and positive definite:
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WishartDistribution is not defined when m<Length[Σ]:
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Substitution of invalid parameters into symbolic outputs gives results that are not meaningful:
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Wolfram Language 11.3 (March 2018) or above
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