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Complex Wishart distribution

In statistics, the complex Wishart distribution is a complex version of the Wishart distribution. It is the distribution of times the sample Hermitian covariance matrix of zero-mean independent Gaussi

Complex inverse Wishart distribution

The complex inverse Wishart distribution is a matrix probability distribution defined on complex-valued positive-definite matrices and is the complex analog of the real inverse Wishart distribution. T

Complex normal distribution

In probability theory, the family of complex normal distributions, denoted or , characterizes complex random variables whose real and imaginary parts are jointly normal. The complex normal family has

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