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:
“Lord Bateman prepared for another marriage,
So both their hearts so full of glee.
‘I will range no more to foreign countries
Now since Sophia have a-crossed the sea.’”
—Unknown. Young Beichan (l. 81–84)
“If I commit suicide, it will not be to destroy myself but to put myself back together again. Suicide will be for me only one means of violently reconquering myself, of brutally invading my being, of anticipating the unpredictable approaches of God. By suicide, I reintroduce my design in nature, I shall for the first time give things the shape of my will.”
—Antonin Artaud (1896–1948)