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? $$P(X) = \int \int P(X\mu,K)P(\muK)P(K) d\mu dK$$ with $$P(K) = \frac{K ^{(vp1)/2}}{2^{vd/2}W^{v/2}\Gamma_p\frac{n}{2}} e^{tr(V^{1}K)/2}$$ $$ P(\muK) = \frac{\lambda_0K^{1/2}}{(2\pi)^{d/2}}e^{0.5([\mu  \mu_0]^T \lambda_0K[\mu\mu_0])}$$ $$P(X\mu,K) = \frac{K^{1/2}}{(2\pi)^{d/2}}e^{0.5([X \mu]^T K[X\mu])}$$ with $K$ being a matrix variable and $X$ and $\mu$ being vector variables 
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. 
June 30th, 2017, 05:57 AM  #3 
Newbie Joined: Nov 2016 From: South Africa Posts: 6 Thanks: 1 
* edit Integral should be $$P(X) = \int^{\infty}_{\infty} \int^{\infty}_{\infty} P(X\mu,K)P(\muK)P(K) d\mu dK$$ 
June 30th, 2017, 05:59 AM  #4 
Newbie Joined: Nov 2016 From: South Africa Posts: 6 Thanks: 1 
*Edit Integral should be $$P(X) = \int^{\infty}_{\infty} \int^{\infty}_{\infty} P(X\mu,K)P(\muK)P(K) d\mu dK$$ 

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integral, unsolvable 
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