MatrixPropertyDistribution

MatrixPropertyDistribution[expr, x \[Distributed] mdist] represents the distribution of the matrix property expr where the matrix-valued random variable x follows the matrix distribution mdist.

• MatrixPropertyDistribution[expr, {x1 \[Distributed] mdist1, x2 \[Distributed] mdist2, …}] represents the distribution where x1, x2, … are independent and follow the matrix distributions mdist1, mdist2, ….

Examples

MatrixPropertyDistribution[Det[m], m \[Distributed] WishartMatrixDistribution[5, IdentityMatrix[3]]]

Please visit the official Wolfram Language Reference for more details.