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Distribución Inversa de Wishart

Generar muestras pseudoaleatorias a partir de la distribución inversa de Wishart

Funciones

iwishrndInverse 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.