Wishart random matrix

A Wishart random matrix is a type of matrix used in statistics that arises from sampling data collected in groups or observations. It represents the variances and covariances of these samples. Essentially, if you have multiple samples from a multivariate normal distribution, the Wishart matrix describes how those variables vary together. It's important in fields like statistics, finance, and machine learning, especially in estimating the reliability of multivariate data and in hypothesis testing. In short, it's a structured way of understanding the relationships between different variables based on sample data.