JuliaStats/Distributions.jl — pull request #175 by sbos (2014-01-24 14:27:18+00:00)
Title: bugfix in `posterior_canon` for NormalWishart

It seems from normalwishart.jl that corresponding code for the distribution is based on "Conjugate Bayesian analysis of the Gaussian distribution" paper by Murphy which contains some bugs, i.e. this one.
For a proof, one may refer to wikipedia http://en.wikipedia.org/wiki/Conjugate_prior#Continuous_distributions or just see that both `NormalWishart` and `InverseNormalWishart` unlikely have same implementations of `posterior_canon` in what's regarding `Lam`.
I would also suggest to check other code directly implementing that paper.