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Normal-Wishart distribution : ウィキペディア英語版 | Normal-Wishart distribution
In probability theory and statistics, the normal-Wishart distribution (or Gaussian-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 precision matrix (the inverse of the covariance matrix).〔Bishop, Christopher M. (2006). ''Pattern Recognition and Machine Learning.'' Springer Science+Business Media. Page 690.〕 ==Definition== Suppose : has a multivariate normal distribution with mean and covariance matrix , where : has a Wishart distribution. Then has a normal-Wishart distribution, denoted as :
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