Inverse matrix gamma distribution

In statistics, the inverse matrix gamma distribution is a generalization of the inverse gamma distribution to positive-definite matrices. It is a more general version of the inverse Wishart distribution, and is used similarly, e.g.

Source: Wikipedia — Inverse matrix gamma distribution (CC BY-SA 4.0)

Inverse matrix gamma distribution

In statistics, the inverse matrix gamma distribution is a generalization of the inverse gamma distribution to positive-definite matrices. It is a more general version of the inverse Wishart distribution, and is used similarly, e.g.

Source: Wikipedia "Inverse matrix gamma distribution" · CC BY-SA 4.0

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