In statistics, the inverse matrix gamma distribution is a generalization of the inverse gamma distribution to positive-definite matrices. It is a more...

the covariance matrix of a multivariate normal distribution. We say X {\displaystyle \mathbf {X} } follows an inverse Wishart distribution, denoted as X...

normal-inverse-gamma distribution (or Gaussian-inverse-gamma distribution) is a four-parameter family of multivariate continuous probability distributions....

{\boldsymbol {\Sigma }}} . inverse matrix gamma distribution. matrix normal distribution. matrix t-distribution. Wishart distribution. Iranmanesh, Anis, M....

Other inverse distributions include inverse-chi-squared distribution inverse-gamma distribution inverse-Wishart distribution inverse matrix gamma distribution...

the gamma distribution is a versatile two-parameter family of continuous probability distributions. The exponential distribution, Erlang distribution, and...

Inverse matrix gamma distribution Matrix normal distribution Wishart distribution Inverse Wishart distribution Complex inverse Wishart distribution Olkin...

probability distributions. It is the conjugate prior of a multivariate normal distribution with an unknown mean and covariance matrix (the inverse of the precision...

distribution Scaled inverse chi-squared distribution Gamma distribution Generalized chi-squared distribution Noncentral chi-squared distribution Pearson's chi-squared...

Wishart distribution is the conjugate prior of the inverse covariance-matrix of a multivariate-normal random vector. Suppose G is a p × n matrix, each column...

normal-inverse-gamma distribution, which is the product of the two distributions just defined, with conjugate priors used (an inverse gamma distribution over...

In statistics, the matrix t-distribution (or matrix variate t-distribution) is the generalization of the multivariate t-distribution from vectors to matrices...

systems The inverse-gamma distribution The generalized gamma distribution The generalized Pareto distribution The Gamma/Gompertz distribution The Gompertz...

filter Inverse distance weighting Inverse distribution Inverse Gaussian distribution Inverse matrix gamma distribution Inverse Mills ratio Inverse probability...

\tau ^{2}~.} The scaled-inverse-chi-squared distribution is exactly the same distribution as the inverse gamma distribution, but with a different parameterization...

matrix; conjugate to the inverse of the covariance matrix of a multivariate normal distribution; generalization of the gamma distribution The cache language...

passive transformation), then the inverse of the example matrix should be used, which coincides with its transpose. Since matrix multiplication has no effect...

The complex inverse Wishart distribution is a matrix probability distribution defined on complex-valued positive-definite matrices and is the complex...

Y/σ has a chi distribution with 1 degree of freedom. The half-normal distribution is a special case of the generalized gamma distribution with d = 1, p = 2...

the Fisher information matrix that depend on the range (c − a), depend only through its inverse (or the square of the inverse), such that the Fisher information...

distribution. β is rate or inverse scale. In parameterization of gamma distribution,θ = 1/β and k = α. This is the posterior predictive distribution of...

{\displaystyle f(x;x_{0},\gamma )} is the distribution of the x-intercept of a ray issuing from ( x 0 , γ ) {\displaystyle (x_{0},\gamma )} with a uniformly...

Binomial distribution Compound Poisson distribution Conway–Maxwell–Poisson distribution Erlang distribution Exponential distribution Gamma distribution Hermite...

{\displaystyle \gamma _{2}={\frac {-6\Gamma _{1}^{4}+12\Gamma _{1}^{2}\Gamma _{2}-3\Gamma _{2}^{2}-4\Gamma _{1}\Gamma _{3}+\Gamma _{4}}{[\Gamma _{2}-\Gamma _{1}^{2}]^{2}}}}...

another multivariate normal distribution, and the conjugate prior of the covariance matrix is an inverse-Wishart distribution W − 1 {\displaystyle {\mathcal...

where A−1 is the inverse matrix of A. If A has no inverse, solutions—if any—can be found using its generalized inverse. Matrices and matrix multiplication...

Tweedie distributions are a family of probability distributions which include the purely continuous normal, gamma and inverse Gaussian distributions, the...

unknowns are different so that matrix F {\displaystyle F} is not square. However, even a square matrix can have no inverse: matrix F {\displaystyle F} can be...

of the Student's t-distribution, which is a distribution applicable to univariate random variables. While the case of a random matrix could be treated within...

theory, the Laplacian matrix, also called the graph Laplacian, admittance matrix, Kirchhoff matrix, or discrete Laplacian, is a matrix representation of a...