Multivariate Statistics: 7.5 The Wishart distribution

Chapter 7.5 The Wishart distribution. The Wishart distribution plays the same role in multivariate hypothesis tests that the chi-squared distribution plays in t-tests, namely, it describes the distribution of sample covariance matrices. This video forms part of the module Multivariate Statistics (MATH4068) at the University of Nottingham. The lecture notes are available at https://rich-d-wilkinson.github.io/MA...