Wishart distribution

A Wishart distribution is a type of probability distribution used in statistics and mathematical finance. It is used to describe the distribution of values in a matrix. Imagine you have a big 'data box' full of numbers. These numbers can be arranged in a matrix, or grid, with rows and columns. The Wishart distribution is like a 'rule' used to decide how these numbers in the data box are arranged into the matrix. This distribution has special properties which make it useful in statistical analysis. So unlike a regular box full of numbers, with the Wishart distribution it can be predicted how the numbers in the box will arrange themselves into rows and columns in the matrix.