• Corpus ID: 119639840

# A Note on the Existence of the Multivariate Gamma Distribution

@article{Royen2016ANO,
title={A Note on the Existence of the Multivariate Gamma Distribution},
author={Thomas Royen},
journal={arXiv: Probability},
year={2016}
}
• T. Royen
• Published 15 June 2016
• Mathematics
• arXiv: Probability
The p-variate gamma distribution in the sense of Krishnamoorthy and Parthasarathy exists for all positive integer degrees of freedom d and at least for all real values d > p-2, p > 1. For special structures of the "associated" covariance matrix it also exists for all positive d. 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 d greater than the integer…
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