MarchenkoPasturDistribution

MarchenkoPasturDistribution[λ, σ] represents a Marchenko–Pastur distribution with asymptotic ratio λ and scale parameter σ.

• MarchenkoPasturDistribution[λ] represents a Marchenko–Pastur distribution with unit scale parameter.

Examples

Create a Marchenko-Pastur distribution:

dist = MarchenkoPasturDistribution[0.5, 1];
PDF[dist, x]

Sample from the distribution:

RandomVariate[MarchenkoPasturDistribution[0.3], 10]

Please visit the official Wolfram Language Reference for more details.