Matrix t-distribution
In statistics, the matrix t-distribution (or matrix variate t-distribution) is the generalization of the multivariate t-distribution from vectors to matrices. The matrix t-distribution shares the same relationship with the multivariate t-distribution that the matrix normal distribution shares with the multivariate normal distribution. For example, the matrix t-distribution is the compound distribution that results from sampling from a matrix normal distribution having sampled the covariance matrix of the matrix normal from an inverse Wishart distribution.
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Matrix t-distribution
In statistics, the matrix t-distribution (or matrix variate t-distribution) is the generalization of the multivariate t-distribution from vectors to matrices. The matrix t-distribution shares the same relationship with the multivariate t-distribution that the matrix normal distribution shares with the multivariate normal distribution. For example, the matrix t-distribution is the compound distribution that results from sampling from a matrix normal distribution having sampled the covariance matrix of the matrix normal from an inverse Wishart distribution.
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In statistics, the matrix t-di ...... erior predictive distribution.
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cdf
No analytic expression
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char
see below
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mean
if , else undefined
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name
Generalized matrix t
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Matrix t
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parameters
:
* is the multivariate gamma function.
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:
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type
density
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variance
if , else undefined
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hypernym
comment
In statistics, the matrix t-di ...... inverse Wishart distribution.
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label
Matrix t-distribution
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