Complex Wishart distribution
id:
complex-wishart-distribution-312-14269834
title:
Complex Wishart distribution
text:
In statistics, the complex Wishart distribution is a complex version of the Wishart distribution. It is the distribution of n times the sample Hermitian covariance matrix of n zero-mean independent Gaussian random variables. It has support for p × p Hermitian positive definite matrices. The complex Wishart distribution is the density of a complex-valued sample covariance matrix. Let where each G i is an independent column p-vector of random complex Gaussian zero-mean samples and H is an Hermitia
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https://en.wikipedia.org/wiki/Complex_Wishart_distribution
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date modified:
2023-02-25T09:25:59Z
main entity:
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