A Note on Inverted Wishart Distribution

作者: Kai Yu

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摘要: There exist many dierent forms of inverted Wishart distribution in the literature. is a need to clarify them and reduce confusions.

参考文章(3)
Aki Vehtari, David B. Dunson, Andrew Gelman, Hal S. Stern, Donald B. Rubin, John B. Carlin, Bayesian Data Analysis ,(1995)
D K Nagar, A K Gupta, Matrix Variate Distributions ,(1999)