Wishart Distribution via Induction
作者:
Malay Ghosh,
期刊:
The American Statistician
(Taylor Available online 1996)
卷期:
Volume 50,
issue 3
页码: 243-246
ISSN:0003-1305
年代: 1996
DOI:10.1080/00031305.1996.10474389
出版商: Taylor & Francis Group
关键词: Independence;MANOVA;Sample covariance matrix
数据来源: Taylor
摘要:
This article proves the Wishart distribution of the sample covariance matrix by induction on the sample size. The proof is elementary and is easy for adaptation in introductory multivariate statistics courses.
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