 In the complex case, the "white" inverse complex Wishart formula_64 was shown by Shaman to have diagonal statistical structure in which the leading diagonal elements are correlated, while all other element are uncorrelated.It was also shown by Brennan and Reed using a matrix partitioning procedure, albeit in the complex variable domain, that the marginal pdf of the [1,1] diagonal element of this matrix has an Inverse-chi-squared distribution.This extends easily to all diagonal elements since formula_64 is statistically invariant under orthogonal transformations, which includes interchanges of diagonal elements.