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Multivariate gamma function

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.

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Multivariate gamma function

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function gamma displaystyle multivariate definitions also wishart distributions matrix useful one real obtain complex number p-1 pi argument statistics variate

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