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:
“No doubt, the short distance to which you can see in the woods, and the general twilight, would at length react on the inhabitants, and make them savages. The lakes also reveal the mountains, and give ample scope and range to our thought.”
—Henry David Thoreau (1817–1862)
“I will soon be going out to shape all the singing tomorrows.”
—Gabriel Péri, French Communist leader. Letter, July 1942, written shortly before his execution by the Germans. Quoted in New York Times (April 11, 1943)