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Results tagged with wishart-distribution
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user 173082
The Wishart distribution is a common matrix distribution on square symmetric semi-definite matrices.
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Is Inverse-Wishart a conjugate prior for Wishart likelihood?
This is actually quite a well-known result in Bayesian statistics (see e.g., Evans 1965, Chen 1979, Dickey, Lindley and Press 1985 and Leonard and Hsu 1992). In most of the literature on Bayesian ana …
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