The Possible Range of The Shape Parameter
It can be shown that the Wishart distribution can be defined if and only if the shape parameter n belongs to the set
This set is named after Gindikin, who introduced it in the seventies in the context of gamma distributions on homogeneous cones. However, for the new parameters in the discrete spectrum of the Gindikin ensemble, namely,
the corresponding Wishart distribution has no Lebesgue density.
Read more about this topic: Wishart Distribution
Famous quotes containing the words range and/or shape:
“As to spelling the very frequent word though with six letters instead of two, it is impossible to discuss it, as it is outside the range of common sanity. In comparison such a monstrosity as phlegm for flem is merely disgusting.”
—George Bernard Shaw (1856–1950)
“somewhere in sands of the desert
A shape with lion body and the head of a man,
A gaze blank and pitiless as the sun,
Is moving its slow thighs, while all about it
Reel shadows of the indignant desert birds.”
—William Butler Yeats (1865–1939)