# The Wishart and Inverse Wishart Distributions

@inproceedings{Nydick2012TheWA, title={The Wishart and Inverse Wishart Distributions}, author={Steven W. Nydick}, year={2012} }

1 The Wishart Distribution 1 1.1 Intuitive Understanding . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 Mathematical Understanding . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 1.3 Relationship to the Normal Distribution . . . . . . . . . . . . . . . . . . . . . . . . 6 1.4 Relationship to the χ Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 1.5 Application in Bayesian Statistics…

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Contents 8.1. Basic Properties 8.2. Partitioning a Wishart Matrix 8.3. The Noncentral Wishart Distribution 8.4. Distributions Related to Likelihood Ratio Tests Problems Notes and References

On the mean and variance of the generalized inverse of a singular Wishart matrix

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We derive the first and the second moments of the Moore-Penrose generalized inverse of a singular standard Wishart matrix without relying on a density. Instead, we use the moments of an inverse…

On the mean and variance of the generalized inverse of a singular Wishart matrix (2011)

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Wishart and inverse Wishart distributions

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A note on the inverted Wishart distribution. Retrieved from

- A note on the inverted Wishart distribution. Retrieved from