Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
Lecture
Multivariate Statistics: Wishart and Hotelling T²
Description
This lecture covers the Wishart distribution, properties of Wishart matrices, partitioned Wishart matrices, and the Hotelling T² distribution. It also delves into the two-sample Hotelling T² statistic, focusing on normal data matrices, transformations, and the relationship between the sample mean and covariance matrix. The instructor, Erwan Koch from EPFL, Institute of Mathematics, explains the conditions for a matrix to have a Wishart distribution, the independence of elements in a data matrix, and the Hotelling T² distribution parameters.
Official source
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.