Wolfram Language & System 11.0 (2016)|Legacy Documentation

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InverseWishartMatrixDistribution

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

DetailsDetails

ExamplesExamplesopen allclose all

Basic Examples  (2)Basic Examples  (2)

Generate a pseudorandom matrix:

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Check that it is positive definite:

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Sample eigenvalues of an inverse Wishart random matrix using MatrixPropertyDistribution:

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Introduced in 2015
(10.3)