My Math Forum Unsolvable Integral?

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 June 30th, 2017, 04:20 AM #1 Newbie   Joined: Nov 2016 From: South Africa Posts: 6 Thanks: 1 Unsolvable Integral? Is the following integral solvable? $$P(X) = \int \int P(X|\mu,K)P(\mu|K)P(K) d\mu dK$$ with $$P(K) = \frac{|K| ^{(v-p-1)/2}}{2^{vd/2}|W|^{v/2}\Gamma_p|\frac{n}{2}|} e^{-tr(V^{-1}K)/2}$$ $$P(\mu|K) = \frac{|\lambda_0K|^{1/2}}{(2\pi)^{d/2}}e^{-0.5([\mu - \mu_0]^T \lambda_0K[\mu-\mu_0])}$$ $$P(X|\mu,K) = \frac{|K|^{1/2}}{(2\pi)^{d/2}}e^{-0.5([X- \mu]^T K[X-\mu])}$$ with $K$ being a matrix variable and $X$ and $\mu$ being vector variables Thanks from 123qwerty
 June 30th, 2017, 04:29 AM #2 Senior Member   Joined: Dec 2012 From: Hong Kong Posts: 853 Thanks: 311 Math Focus: Stochastic processes, statistical inference, data mining, computational linguistics FYI, if you don't get replies to this question (or the previous ones you've asked here), you might have better luck at Cross Validated. Thanks from ejlouw
 June 30th, 2017, 05:57 AM #3 Newbie   Joined: Nov 2016 From: South Africa Posts: 6 Thanks: 1 * edit Integral should be $$P(X) = \int^{\infty}_{-\infty} \int^{\infty}_{-\infty} P(X|\mu,K)P(\mu|K)P(K) d\mu dK$$
 June 30th, 2017, 05:59 AM #4 Newbie   Joined: Nov 2016 From: South Africa Posts: 6 Thanks: 1 *Edit Integral should be $$P(X) = \int^{\infty}_{-\infty} \int^{\infty}_{-\infty} P(X|\mu,K)P(\mu|K)P(K) d\mu dK$$

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