Inverse matrix gamma distribution
id:
inverse-matrix-gamma-distribution-286-1214538
title:
Inverse matrix gamma distribution
text:
In statistics, the inverse matrix gamma distribution is a generalization of the inverse gamma distribution to positive-definite matrices. It is a more general version of the inverse Wishart distribution, and is used similarly, e.g. as the conjugate prior of the covariance matrix of a multivariate normal distribution or matrix normal distribution. The compound distribution resulting from compounding a matrix normal with an inverse matrix gamma prior over the covariance matrix is a generalized mat
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Inverse_matrix_gamma_distribution
date created:
date modified:
2024-04-15T20:36:11Z
main entity:
{"identifier":"Q17092651","url":"https://www.wikidata.org/entity/Q17092651"}
image:
fields total:
13
integrity:
13