Related Distributions
A univariate specialization of the inverse-Wishart distribution is the inverse-gamma distribution. With (i.e. univariate) and, and the probability density function of the inverse-Wishart distribution becomes
i.e., the inverse-gamma distribution, where is the ordinary Gamma function.
A generalization is the inverse multivariate gamma distribution.
A different type of generalization is the normal-inverse-Wishart distribution, essentially the product of a multivariate normal distribution with an inverse Wishart distribution.
Read more about this topic: Inverse-Wishart Distribution
Famous quotes containing the word related:
“There is nothing but is related to us, nothing that does not interest us,—kingdom, college, tree, horse, or iron show,—the roots of all things are in man.”
—Ralph Waldo Emerson (1803–1882)