In statistics, the inverse Wishart distribution, also called the inverted Wishart distribution, is a probability distribution defined on real-valued positive-definite...

probability theory and statistics, the normal-inverse-Wishart distribution (or Gaussian-inverse-Wishart distribution) is a multivariate four-parameter family...

multivariate statistics. In Bayesian statistics, the Wishart distribution is the conjugate prior of the inverse covariance-matrix of a multivariate-normal random-vector...

The complex inverse Wishart distribution is a matrix probability distribution defined on complex-valued positive-definite matrices and is the complex...

the inverse gamma distribution is a two-parameter family of continuous probability distributions on the positive real line, which is the distribution of...

chi-squared distribution is a special case of type 5 Pearson distribution Scaled-inverse-chi-squared distribution Inverse-Wishart distribution Bernardo,...

normal-Wishart distribution (or Gaussian-Wishart distribution) is a multivariate four-parameter family of continuous probability distributions. It is...

theory and statistics, an inverse distribution is the distribution of the reciprocal of a random variable. Inverse distributions arise in particular in the...

{\displaystyle \psi } is the scale parameter, equals the univariate inverse Wishart distribution W − 1 ( ψ , ν ) {\displaystyle {\mathcal {W}}^{-1}(\psi ,\nu...

{\text{N-}}\Gamma ^{-1}.} ) The normal-inverse-Wishart distribution is a generalization of the normal-inverse-gamma distribution that is defined over multivariate...

Bernoulli distribution. The Wishart distribution The inverse-Wishart distribution The Lewandowski-Kurowicka-Joe distribution The matrix normal distribution The...

the inverse Dirichlet distribution is a derivation of the matrix variate Dirichlet distribution. It is related to the inverse Wishart distribution. Suppose...

the inverse Wishart distribution, and is used similarly, e.g. as the conjugate prior of the covariance matrix of a multivariate normal distribution or...

distribution with an inverse Wishart distribution placed over either of its covariance matrices, and the multivariate t-distribution can be generated in...

a conjugate prior for several inverse scale parameters, facilitating analytical tractability in posterior distribution computations. The probability density...

Inverse matrix gamma distribution Matrix normal distribution Wishart distribution Inverse Wishart distribution Complex inverse Wishart distribution Olkin...

another multivariate normal distribution, and the conjugate prior of the covariance matrix is an inverse-Wishart distribution W − 1 {\displaystyle {\mathcal...

matrix-valued normal distribution to other distributions, including the Wishart distribution, inverse-Wishart distribution and matrix t-distribution, but uses different...

transform sampling Inverse-variance weighting Inverse-Wishart distribution Iris flower data set Irwin–Hall distribution Isomap Isotonic regression Isserlis' theorem...

as the inverse-Wishart distribution, LKJ distribution can serve as a prior on the correlation matrix along with some suitable prior distribution on the...

function. For information on its inverse cumulative distribution function, see quantile function § Student's t-distribution. Certain values of   ν   {\displaystyle...

In statistics, the complex Wishart distribution is a complex version of the Wishart distribution. It is the distribution of n {\displaystyle n} times...

distribution Wishart distribution Multivariate Student-t distribution. The Inverse-Wishart distribution is important in Bayesian inference, for example in Bayesian...

chi-squared distribution χ k 2 {\displaystyle \chi _{k}^{2}} is a special case of the gamma distribution and the univariate Wishart distribution. Specifically...

{\boldsymbol {\Sigma }}} . inverse matrix gamma distribution. matrix normal distribution. matrix t-distribution. Wishart distribution. Iranmanesh, Anis, M....

beta Dirichlet Bernoulli categorical Poisson Wishart inverse Wishart geometric A number of common distributions are exponential families, but only when certain...

probability density function of the Wishart and inverse Wishart distributions, and the matrix variate beta distribution. It has two equivalent definitions...

family, and also consider the Wishart distribution, conjugate prior of the covariance matrix of a multivariate normal distribution, for an example where a large...

conjugate to the categorical distribution and multinomial distribution; generalization of the beta distribution Wishart distribution, for a symmetric non-negative...

\end{aligned}}} This takes the form of an inverse-Wishart distribution times a Matrix normal distribution: ρ ( Σ ϵ | Y , X ) ∼ W − 1 ( V n , ν n ) {\displaystyle...