47. Wishart (Central) Distribution

  1. Catherine Forbes1,
  2. Merran Evans1,
  3. Nicholas Hastings2 and
  4. Brian Peacock3

Published Online: 16 DEC 2010

DOI: 10.1002/9780470627242.ch47

Statistical Distributions, Fourth Edition

Statistical Distributions, Fourth Edition

How to Cite

Forbes, C., Evans, M., Hastings, N. and Peacock, B. (2010) Wishart (Central) Distribution, in Statistical Distributions, Fourth Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470627242.ch47

Author Information

  1. 1

    Monash University, Victoria, Australia

  2. 2

    Albany Interactive, Victoria, Australia

  3. 3

    Brian Peacock Ergonomics, SIM University, Singapore

Publication History

  1. Published Online: 16 DEC 2010
  2. Published Print: 29 NOV 2010

ISBN Information

Print ISBN: 9780470390634

Online ISBN: 9780470627242



  • chi-squared;
  • multivariate normal problem;
  • Wishart variate


The Wishart variate is a k-dimensional generalization of the chi-squared variate, which is the sum of squared normal variates. It performs a corresponding role for multivariate normal problems as the chi-squared does for the univariate normal. This chapter shows the variate relationships of the Wishart (Central) Distribution.

Controlled Vocabulary Terms

chi-squared distribution; multivariate normal distribution; Wishart distribution