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
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