Theorems Matrix variate beta distribution
1 theorems 1.1 distribution of matrix inverse 1.2 orthogonal transform 1.3 partitioned matrix results 1.4 wishart results theorems distribution of matrix inverse if u ∼ b p ( a , b ) {\displaystyle u\sim b_{p}(a,b)} density of x = u − 1 {\displaystyle x=u^{-1}} given by 1 β p ( a , b ) det ( x ) − ( a + b ...