• 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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