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The p - variate gamma distribution in the sense of Krishnamoorthy and Parthasarathy exists for all positive integer degrees of freedom  and at least for all real values      p p 2, 2. For special structures of the “associated“ covariance matrix it also exists for all positive . In this paper a relation between central and non-central multivariate gamma distributions is shown, which implies the existence of the p - variate gamma distribution at least for all non-integer  ...The p - variate gamma distribution in the sense of Krishnamoorthy and Parthasarathy exists for all positive integer degrees of freedom  and at least for all real values      p p 2, 2. For special structures of the “associated“ covariance matrix it also exists for all positive . In this paper a relation between central and non-central multivariate gamma distributions is shown, which implies the existence of the p - variate gamma distribution at least for all non-integer  greater than the integer part of ( 1) / 2 p  without any additional assumptions for the associated covariance matrix. » weiterlesen» einklappen

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DDC Sachgruppe:
Mathematik