If 
for 
,
..., 
has a multivariate normal distribution
with mean vector 
and covariance matrix 
, and 
denotes the 
matrix composed of the row vectors 
, then the 
matrix 
has a Wishart distribution with scale matrix 
and degrees of freedom parameter 
. The Wishart distribution is most typically used when describing
the covariance matrix of multinormal samples.
The Wishart distribution is implemented as WishartDistribution[sigma,
m] in the Wolfram Language
package MultivariateStatistics` .
Wishart Distribution
See also
F-distribution, Multivariate Binomial Distribution, Hotelling T2 DistributionExplore with Wolfram|Alpha
Cite this as:
Weisstein, Eric W. "Wishart Distribution." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/WishartDistribution.html