About: Inverse matrix gamma distribution

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In statistics, the inverse matrix gamma distribution is a generalization of the inverse gamma distribution to positive-definite matrices. It is a more general version of the inverse Wishart distribution, and is used similarly, e.g. as the conjugate prior of the covariance matrix of a multivariate normal distribution or matrix normal distribution. The compound distribution resulting from compounding a matrix normal with an inverse matrix gamma prior over the covariance matrix is a generalized matrix t-distribution. This reduces to the inverse Wishart distribution with degrees of freedom when .

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rdf:type	yago:WikicatContinuousDistributions yago:WikicatMultivariateContinuousDistributions yago:Abstraction100002137 yago:Arrangement105726596 yago:Arrangement107938773 yago:Array107939382 yago:Cognition100023271 yago:Distribution105729036 yago:Group100031264 yago:Matrix108267640 yago:PsychologicalFeature100023100 yago:Structure105726345 yago:WikicatProbabilityDistributions yago:WikicatRandomMatrices
rdfs:label	Distribució matriu gamma inversa (ca) Inverse matrix gamma distribution (en)
rdfs:comment	En estadística, la distribució matriu gamma inversa és una generalització de la a matrius definides positivament. Es tracta d'una versió més general de la , i s'utilitza de manera similar, per exemple, com el de la matriu de covariància d'una distribució normal multivariant o . La resultant de la composició d'una matriu normal amb una matriu inversa gamma a priori a la matriu de covariància és una . Això es redueix a la amb . (ca) In statistics, the inverse matrix gamma distribution is a generalization of the inverse gamma distribution to positive-definite matrices. It is a more general version of the inverse Wishart distribution, and is used similarly, e.g. as the conjugate prior of the covariance matrix of a multivariate normal distribution or matrix normal distribution. The compound distribution resulting from compounding a matrix normal with an inverse matrix gamma prior over the covariance matrix is a generalized matrix t-distribution. This reduces to the inverse Wishart distribution with degrees of freedom when . (en)
name	Inverse matrix gamma (en)
dcterms:subject	Continuous distributions Multivariate continuous distributions Random matrices
Wikipage page ID	35397495 (xsd:integer)
Wikipage revision ID	992742138 (xsd:integer)
Link from a Wikipage to another Wikipage	Matrix (mathematics) Multivariate normal distribution Conjugate prior Statistics Matrix gamma distribution Matrix normal distribution Matrix t-distribution Wishart distribution Covariance matrix Continuous distributions Multivariate continuous distributions Positive-definite matrix Random matrices Generalized matrix t-distribution Scale parameter Multivariate gamma function Shape parameter Inverse Wishart distribution Inverse gamma distribution Scale matrix Compound distribution
sameAs	Inverse matrix gamma distribution Inverse matrix gamma distribution Inverse matrix gamma distribution Inverse matrix gamma distribution Inverse matrix gamma distribution
support	positive-definite real matrix (en)
dbp:wikiPageUsesTemplate	dbt:Citation_needed dbt:ProbDistributions dbt:Reflist dbt:Probability_distribution
type	density (en)
has abstract	En estadística, la distribució matriu gamma inversa és una generalització de la a matrius definides positivament. Es tracta d'una versió més general de la , i s'utilitza de manera similar, per exemple, com el de la matriu de covariància d'una distribució normal multivariant o . La resultant de la composició d'una matriu normal amb una matriu inversa gamma a priori a la matriu de covariància és una . Això es redueix a la amb . (ca) In statistics, the inverse matrix gamma distribution is a generalization of the inverse gamma distribution to positive-definite matrices. It is a more general version of the inverse Wishart distribution, and is used similarly, e.g. as the conjugate prior of the covariance matrix of a multivariate normal distribution or matrix normal distribution. The compound distribution resulting from compounding a matrix normal with an inverse matrix gamma prior over the covariance matrix is a generalized matrix t-distribution. This reduces to the inverse Wishart distribution with degrees of freedom when . (en)
parameters	Shape parameter scale (en) scale parameter (en)
pdf	* is the multivariate gamma function. (en)
prov:wasDerivedFrom	wikipedia-en:Inverse_matrix_gamma_distribution?oldid=992742138&ns=0
page length (characters) of wiki page	2570 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Inverse_matrix_gamma_distribution
is Link from a Wikipage to another Wikipage of	Inverse distribution Matrix gamma distribution Inverse-Wishart distribution List of statistics articles Inverse multivariate gamma distribution
is Wikipage redirect of	Inverse multivariate gamma distribution
is foaf:primaryTopic of	wikipedia-en:Inverse_matrix_gamma_distribution

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