In statistics, the inverse Wishart distribution, also called the inverted Wishart distribution, is a probability distribution defined on real-valued positive-definite matrices. In Bayesian statistics it is used as the conjugate prior for the covariance matrix of a multivariate normal distribution. We say follows an inverse Wishart distribution, denoted as , if its inverse has a Wishart distribution . Important identities have been derived for the inverse-Wishart distribution.
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| - Loi de Wishart inverse (fr)
- Inverse-Wishart distribution (en)
- 逆威沙特分佈 (zh)
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| - In statistics, the inverse Wishart distribution, also called the inverted Wishart distribution, is a probability distribution defined on real-valued positive-definite matrices. In Bayesian statistics it is used as the conjugate prior for the covariance matrix of a multivariate normal distribution. We say follows an inverse Wishart distribution, denoted as , if its inverse has a Wishart distribution . Important identities have been derived for the inverse-Wishart distribution. (en)
- En théorie des probabilités et en statistique, la loi de Wishart inverse, également appelée loi de Wishart inversée, est une loi de probabilité définie sur l'ensemble des matrices définies positives à coefficients réels. Une variable qui suit une loi de Wishart inverse sera notée et est définie par la loi de sa matrice inverse : suit une loi de Wishart . (fr)
- 逆威沙特分布，也叫反威沙特分布作是统计学中出现的一类概率分布函数，定义在实值的正定矩阵上。在贝叶斯统计中，逆威沙特分布會用作多变量正态分布协方差矩阵的共轭先验分布。如果一个正定矩阵 的逆矩阵 遵从威沙特分布 的话，那么就说矩阵 遵从逆威沙特分布： (zh)
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| - is p × p positive definite (en)
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| - In statistics, the inverse Wishart distribution, also called the inverted Wishart distribution, is a probability distribution defined on real-valued positive-definite matrices. In Bayesian statistics it is used as the conjugate prior for the covariance matrix of a multivariate normal distribution. We say follows an inverse Wishart distribution, denoted as , if its inverse has a Wishart distribution . Important identities have been derived for the inverse-Wishart distribution. (en)
- En théorie des probabilités et en statistique, la loi de Wishart inverse, également appelée loi de Wishart inversée, est une loi de probabilité définie sur l'ensemble des matrices définies positives à coefficients réels. Une variable qui suit une loi de Wishart inverse sera notée et est définie par la loi de sa matrice inverse : suit une loi de Wishart . (fr)
- 逆威沙特分布，也叫反威沙特分布作是统计学中出现的一类概率分布函数，定义在实值的正定矩阵上。在贝叶斯统计中，逆威沙特分布會用作多变量正态分布协方差矩阵的共轭先验分布。如果一个正定矩阵 的逆矩阵 遵从威沙特分布 的话，那么就说矩阵 遵从逆威沙特分布： (zh)
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| - * is the multivariate gamma function
* is the trace function (en)
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