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Inverse Wishart Distribution

Generate pseudorandom samples from the inverse Wishart distribution

Statistics and Machine Learning Toolbox™ provides the iwishrnd function to generate random numbers from the inverse Wishart distribution. To learn about the inverse Wishart distribution, see Inverse Wishart Distribution.


iwishrndInverse Wishart random numbers


  • 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.