Slide: Wishart distribution and hypergeometric function of a matrix argument  W : m  m symmetric positive denite (W > 0)  Density of Wishart distribution with d.f. n and covariance matrix  > 0: |W | f (W ) = C  n || 2 nm1 2  1 exp( trW 1 ) 2   C is known (containing gamma functions). 27
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