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Chap3 Multivariate WishartDistribution by Dept. of AH Statistics and Computer Applications VCRI Namakkal is a document available to read on EtoBox.
Chapter 3 discusses the Wishart distribution, which arises from independent p-component vectors distributed according to a multivariate normal distribution. It presents the maximum likelihood estimators for the mean and covariance, the density function of the Wishart distribution, and various theorems related to its properties, including the characteristic function and additive properties. The chapter also covers the distribution of linear transformations and marginal distributions related to the Wishart di
- Author
- Dept. of AH Statistics and Computer Applications VCRI Namakkal
- Language
- EN