Distribución inversa de Wishart
Genere muestras pseudoaleatorias a partir de la distribución inversa de Wishart
Funciones
iwishrnd | Inverse Wishart random numbers |
Temas
- 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.
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