Matrix variate beta distribution
id:
matrix-variate-beta-distribution-275-16888265
title:
Matrix variate beta distribution
text:
In statistics, the matrix variate beta distribution is a generalization of the beta distribution. If U is a p × p positive definite matrix with a matrix variate beta distribution, and a , b > / 2 are real parameters, we write U ∼ B p . The probability density function for U is: Here β p is the multivariate beta function: where Γ p is the multivariate gamma function given by
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https://en.wikipedia.org/wiki/Matrix_variate_beta_distribution
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date modified:
2023-03-08T02:28:10Z
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{"identifier":"Q48988668","url":"https://www.wikidata.org/entity/Q48988668"}
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