Multivariate gamma function
id:
multivariate-gamma-function-272-998055
title:
Multivariate gamma function
text:
In mathematics, the multivariate gamma function Γp is a generalization of the gamma function. It is useful in multivariate statistics, appearing in the probability density function of the Wishart and inverse Wishart distributions, and the matrix variate beta distribution. It has two equivalent definitions. One is given as the following integral over the p × p positive-definite real matrices: where | S | denotes the determinant of S . The other one, more useful to obtain a numerical result is: In
brand slug:
wiki
category slug:
encyclopedia
description:
Multivariate generalization of the gamma function
original url:
https://en.wikipedia.org/wiki/Multivariate_gamma_function
date created:
date modified:
2022-05-25T12:47:24Z
main entity:
{"identifier":"Q6935136","url":"https://www.wikidata.org/entity/Q6935136"}
image:
fields total:
13
integrity:
14