Matrix F-distribution: Difference between revisions

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</math>
 
where <math>\mathbf{X}</math> and <math>{\mathbf\Psi}</math> are <math>p\times p</math> [[positive-definite matrix|positive definite]] matrices, <math>| \cdot |</math> is the determinant, &Gamma;<sub>''p''</sub>(&middotsdot;) is the [[multivariate gamma function]], and <math>\textbf{I}_p</math> is the ''p''&nbsp;×&nbsp;''p'' [[identity matrix]].
 
==Properties==