翻訳と辞書
Words near each other
・ Inverse function
・ Inverse function theorem
・ Inverse functions and differentiation
・ Inverse Galois problem
・ Inverse gambler's fallacy
・ Inverse gas chromatography
・ Inverse Gaussian distribution
・ Inverse hyperbolic function
・ Inverse image functor
・ Inverse iteration
・ Inverse kinematics
・ Inverse Laplace transform
・ Inverse limit
・ Inverse magnetostrictive effect
・ Inverse mapping theorem
Inverse matrix gamma distribution
・ Inverse mean curvature flow
・ Inverse method
・ Inverse Mills ratio
・ Inverse multiplexer
・ Inverse Multiplexing for ATM
・ Inverse number
・ Inverse parser
・ Inverse Phase
・ Inverse photoemission spectroscopy
・ Inverse polymerase chain reaction
・ Inverse probability
・ Inverse probability weighting
・ Inverse problem
・ Inverse problem for Lagrangian mechanics


Dictionary Lists
翻訳と辞書 辞書検索 [ 開発暫定版 ]
スポンサード リンク

Inverse matrix gamma distribution : ウィキペディア英語版
Inverse matrix gamma distribution
|\mathbf|^\exp\left(\left(-\frac\boldsymbol\Psi\mathbf^\right)\right)
*\Gamma_p is the multivariate gamma function.|
cdf =|
mean =|
median =|
mode =|
variance =|
skewness =|
kurtosis =|
entropy =|
mgf =|
char =|
}}
In statistics, the inverse matrix gamma distribution is a generalization of the inverse gamma distribution to positive-definite matrices.〔Iranmanesha, Anis, M. Arashib and S. M. M. Tabatabaeya (2010). "On Conditional Applications of Matrix Variate Normal Distribution". Iranian Journal of Mathematical Sciences and Informatics, 5:2, pp. 33–43.〕 It is a more general version of the inverse Wishart distribution, and is used similarly, e.g. as the conjugate prior of the covariance matrix of a multivariate normal distribution or matrix normal distribution. The compound distribution resulting from compounding a matrix normal with an inverse matrix gamma prior over the covariance matrix is a generalized matrix t-distribution.
This reduces to the inverse Wishart distribution with \beta=2, \alpha=\frac.
== See also ==

* inverse Wishart distribution.
* matrix gamma distribution.
* matrix normal distribution.
* matrix t-distribution.
* Wishart distribution.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Inverse matrix gamma distribution」の詳細全文を読む



スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース

Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.