Definition of "conjugacy"

Because the gamma distribution is the conjugate prior for the precision parameter ( τ = 1 / σ 2 {\displaystyle \tau =1/\sigma ^{2}} ) of a univariate normal distribution, the Wishart distribution (as its multivariate generalization) extends conjugacy to the multivariate normal distribution.

2012 May 25, Steven W. Nydick, The Wishart and Inverse Wishart Distributions