Inverse-Wishart distribution

Inverse-Wishart distribution is a type of probability distribution. Probability distributions tell us how likely it is for something to happen. The Inverse-Wishart distribution tells us how likely it is to get a certain kind of matrix (a special type of data that is made of rows and columns). This kind of matrix is often used in statistics, like to study the correlation between different things. The Inverse-Wishart distribution helps us figure out the probability of getting a certain kind of matrix.