InverseWishartMatrixDistribution

InverseWishartMatrixDistribution[ν,Σ] represents an inverse Wishart matrix distribution with ν degrees of freedom and covariance matrix Σ.

Examples

Create an inverse Wishart distribution:

dist = InverseWishartMatrixDistribution[5, IdentityMatrix[2]]
(* InverseWishartMatrixDistribution[5, {{1, 0}, {0, 1}}] *)

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