I read the following text from an online tutorial. I do not understand conjugate between two distributions. I only know conjugate for complex numbers. Could you explain it to me? Thanks a lot.
As an introduction to MCMC-simulatiom, we will consider the situation with normally distributed data with unknown mean and variance. As we have seen in the lectures and in the book, Section 3.3, the family of Normal-Inverse-?^2-distributions is conjugate for the parameter vector ? = (µ, ?2) in the normal distribution.