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Results tagged with wishart-distribution
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user 56940
The Wishart distribution is a common matrix distribution on square symmetric semi-definite matrices.
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Distribution of the sum of Wishart distributed random matrices
Depending on what you mean by closed-form, the answer is to some extent, yes.
As per my comment, if $\Psi_1=\Psi_2$, then it can be shown that $A = A_1+A_2$ follows a Wishart distribution with scale m …
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