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Wishart Distribution Matrix

The Wishart Distribution is a matrix generalization of the chi-square distribution

The Wishart Distribution is a matrix generalization of the chi-square distribution

Wishart Distribution Matrix

by Donald Schaefer
Wishart Distribution Matrix
Wishart Distribution Matrix
Wishart Distribution Matrix

What is it about?

The Wishart Distribution is a matrix generalization of the chi-square distribution. It is a distribution for a symmetric positive definite matrix whereby the diagonal elements are each chi-square random variables.

Wishart Distribution Matrix

App Details

Version
1.7
Rating
NA
Size
0Mb
Genre
Education Productivity
Last updated
September 26, 2021
Release date
November 2, 2014
More info

App Screenshots

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App Store Description

The Wishart Distribution is a matrix generalization of the chi-square distribution. It is a distribution for a symmetric positive definite matrix whereby the diagonal elements are each chi-square random variables.

In this Wishart Distribution Matrix iPad and iPhone app the following variables are defined.

N is the number of desired observations sampled from the distribution. The sample size is defined as 1000 in this app DF is a scalar value representing the degrees of freedom ( values 3 to 16 )
Scale is either a 2x2, 3x3 or 4x symmetric positive definite matrix.

The returned matrix contains N random draws from the Wishart distribution with DF degrees of freedom. Each row of the returned matrix represents either a 2x2, 3x3 or 4x4 matrix ( for iPad ) or a 2x2 matrix ( for iPhone )

A feature of this app is the ability to utilize a Cholesky Upper Triangular Matrix to enter the data values for the Symmetric Positive Definite Matrix. Examples also provided to enter data values for the Symmetric Positive Definite Matrix

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