A Derivation of the Wishart and Singular Wishart Distributions
| dc.contributor.advisor | Szmigielski, Jacek | |
| dc.contributor.committeeMember | Soteros, Chris | |
| dc.contributor.committeeMember | Sarty, Gordon | |
| dc.contributor.committeeMember | Samei, Ebrahim | |
| dc.creator | Stack, Karly L 1992- | |
| dc.date.accessioned | 2016-08-26T15:28:19Z | |
| dc.date.available | 2016-08-26T15:28:19Z | |
| dc.date.created | 2016-10 | |
| dc.date.issued | 2016-08-23 | |
| dc.date.submitted | October 2016 | |
| dc.date.updated | 2016-08-26T15:28:19Z | |
| dc.description.abstract | Multivariate statistical analysis is the area of statistics that is concerned with observations made on many variables. Determining how variables are related is a main objective in multivariate analysis. The covariance matrix is an essential part of understanding the dependence between variables. The distribution of the sample covariance matrix for a sample from a multivariate normal distribution, known as the Wishart distribution, is fundamental to multivariate statistical analysis. An important assumption of the well-known Wishart distribution is that the number of variables is smaller than the number of observations. In high-dimensions when the number of variables exceeds the number of observations, the Wishart matrix is singular and has a singular Wishart distribution. The purpose of this research is to rederive the Wishart and singular Wishart distributions and understand the mathematics behind each derivation. | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.uri | http://hdl.handle.net/10388/7402 | |
| dc.subject | Wishart | |
| dc.subject | singular Wishart | |
| dc.subject | anti-Wishart | |
| dc.title | A Derivation of the Wishart and Singular Wishart Distributions | |
| dc.type | Thesis | |
| dc.type.material | text | |
| thesis.degree.department | Mathematics and Statistics | |
| thesis.degree.discipline | Mathematics | |
| thesis.degree.grantor | University of Saskatchewan | |
| thesis.degree.level | Masters | |
| thesis.degree.name | Master of Science (M.Sc.) |