• Corpus ID: 702230

The Wishart and Inverse Wishart Distributions

@inproceedings{Nydick2012TheWA,
  title={The Wishart and Inverse Wishart Distributions},
  author={Steven W. Nydick},
  year={2012}
}
1 The Wishart Distribution 1 1.1 Intuitive Understanding . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 Mathematical Understanding . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 1.3 Relationship to the Normal Distribution . . . . . . . . . . . . . . . . . . . . . . . . 6 1.4 Relationship to the χ Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 1.5 Application in Bayesian Statistics… 

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