逆威沙特分布
生成逆威沙特分布的伪随机样本
函数
iwishrnd | Inverse Wishart random numbers |
主题
- 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.
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