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Matrix gamma distribution : ウィキペディア英語版 | Matrix gamma distribution |\mathbf|^ \exp\left(\left(-\frac\boldsymbol\Sigma^\mathbf\right)\right) * is the multivariate gamma function.| cdf =| mean =| median =| mode =| variance =| skewness =| kurtosis =| entropy =| mgf =| char =| }} In statistics, a matrix gamma distribution is a generalization of the gamma distribution to positive-definite matrices.〔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.〕 It is a more general version 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.〔 This reduces to the Wishart distribution with == See also ==
* inverse matrix gamma distribution. * matrix normal distribution. * matrix t-distribution. * Wishart distribution.
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