To install click the Add extension button. That's it.

The source code for the WIKI 2 extension is being checked by specialists of the Mozilla Foundation, Google, and Apple. You could also do it yourself at any point in time.

4,5
Kelly Slayton
Congratulations on this excellent venture… what a great idea!
Alexander Grigorievskiy
I use WIKI 2 every day and almost forgot how the original Wikipedia looks like.
Live Statistics
English Articles
Improved in 24 Hours
Added in 24 Hours
Languages
Recent
Show all languages
What we do. Every page goes through several hundred of perfecting techniques; in live mode. Quite the same Wikipedia. Just better.
.
Leo
Newton
Brights
Milds

Matrix gamma distribution

From Wikipedia, the free encyclopedia

Matrix gamma
Notation
Parameters

shape parameter (real)
scale parameter

scale (positive-definite real matrix)
Support positive-definite real matrix
PDF

In statistics, a matrix gamma distribution is a generalization of the gamma distribution to positive-definite matrices.[1] It is effectively a different parametrization of the Wishart distribution, and is used similarly, e.g. as the conjugate prior of the precision matrix of a multivariate normal distribution and matrix normal distribution. The compound distribution resulting from compounding a matrix normal with a matrix gamma prior over the precision matrix is a generalized matrix t-distribution.[1]

A matrix gamma distributions is identical to a Wishart distribution with

Notice that the parameters and are not identified; the density depends on these two parameters through the product .

YouTube Encyclopedic

  • 1/5
    Views:
    207 532
    17 946
    5 888
    3 687
    572
  • 39 - The gamma distribution - an introduction
  • How to Calculate Values for Random Variables from a Gamma Distribution
  • How to Calculate Fisher Information: Exponential Distribution Example
  • Gamma Distribution: Introduction----The PDF integrates to 1
  • Mode of an Inverse Gamma Distribution

Transcription

See also

Notes

  1. ^ a b Iranmanesh, Anis, M. Arashib and S. M. M. Tabatabaey (2010). "On Conditional Applications of Matrix Variate Normal Distribution". Iranian Journal of Mathematical Sciences and Informatics, 5:2, pp. 33–43.

References

  • Gupta, A. K.; Nagar, D. K. (1999) Matrix Variate Distributions, Chapman and Hall/CRC ISBN 978-1584880462


This page was last edited on 13 December 2023, at 19:03
Basis of this page is in Wikipedia. Text is available under the CC BY-SA 3.0 Unported License. Non-text media are available under their specified licenses. Wikipedia® is a registered trademark of the Wikimedia Foundation, Inc. WIKI 2 is an independent company and has no affiliation with Wikimedia Foundation.