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Lecture
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.
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.