Inverse-Wishart Distribution
In statistics, the inverse Wishart distribution, also called the inverted Wishart distribution, is a probability distribution defined on real-valued positive-definite matrices. In Bayesian statistics it is used as the conjugate prior for the covariance matrix of a multivariate normal distribution.
We say follows an inverse Wishart distribution, denoted as, if its inverse has a Wishart distribution .
Read more about Inverse-Wishart Distribution: Density, Related Distributions
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