e_matrix_distributions.html">view current version</a>.
</div>
<div id="covariance-matrix-distributions" class="section level1">
<h1 number="24"><span class="header-section-number">24</span> Covariance Matrix Distributions</h1>
<p>The covariance matrix distributions have support on symmetric,
positive-definite <span class="math inline">\(K \times K\)</span> matrices.</p>
<ul>
<li><a href="wishart-distribution.html">Wishart Distribution</a></li>
<li><a href="inverse-wishart-distribution.html">Inverse Wishart 