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searching for Multivariate gamma function 2 found (17 total)

alternate case: multivariate gamma function

Complex Wishart distribution (1,759 words) [view diff] case mismatch in snippet view article find links to article

}}_{p}^{}(n)=\pi ^{p(p-1)/2}\prod _{j=1}^{p}\Gamma (n-j+1)} is the complex multivariate Gamma function. Using the trace rotation rule tr ⁡ ( A B C ) = tr ⁡ ( C A B

Normal-inverse-Wishart distribution (1,077 words) [view diff] exact match in snippet view article find links to article

}}_{0})\right\}} Here Γ D [ ⋅ ] {\displaystyle \Gamma _{D}[\cdot ]} is the multivariate gamma function and T r ( Ψ ) {\displaystyle Tr({\boldsymbol {\Psi }})} is the