Normal distribution | Multivariate continuous distributions | Conjugate prior distributions

Normal-inverse-Wishart distribution

In probability theory and statistics, the normal-inverse-Wishart distribution (or Gaussian-inverse-Wishart distribution) is a multivariate four-parameter family of continuous probability distributions. It is the conjugate prior of a multivariate normal distribution with unknown mean and covariance matrix (the inverse of the precision matrix). (Wikipedia).

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Related pages

Normal-inverse-gamma distribution | Covariance matrix | Multivariate normal distribution | Marginal distribution | Multivariate t-distribution | Probability theory | Conjugate prior | Normal-Wishart distribution | Mean | Real number | Statistics | Probability distribution | Location parameter