Each diagonal entry of an inverse Wishart matrix is a reciprocal chi-square: $((GG^\top)^{-1})_{ii} \sim 1/\chi^2_{k-r+1}$

Initializing...

Each diagonal entry of an inverse Wishart matrix is a reciprocal chi-square: $((GG^\top)^{-1})_{ii} \sim 1/\chi^2_{k-r+1}$ · Prove2Me