逆威沙特分布

生成逆威沙特分布的伪随机样本

Statistics and Machine Learning Toolbox™ 提供 iwishrnd 函数来从逆威沙特分布生成随机数。要了解逆威沙特分布，请参阅Inverse Wishart Distribution。

函数

iwishrndInverse Wishart random numbers

主题

  • Inverse Wishart Distribution

    The inverse Wishart distribution is based on the Wishart distribution. In Bayesian statistics it is used as the conjugate prior for the covariance matrix of a multivariate normal distribution.