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逆 Wishart 分布

生成逆 Wishart 分布的伪随机样本

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.