My Math Forum Unsolvable Integral?
 User Name Remember Me? Password

 Calculus Calculus Math Forum

 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 $$P(X) = \int^{\infty}_{-\infty} \int^{\infty}_{-\infty} P(X|\mu,K)P(\mu|K)P(K) d\mu dK$$

 Tags integral, unsolvable

 Thread Tools Display Modes Linear Mode

 Similar Threads Thread Thread Starter Forum Replies Last Post davedave Algebra 5 May 24th, 2017 12:57 AM standardmalpractice Algebra 8 March 23rd, 2016 08:07 AM Rxyzan Physics 4 January 7th, 2015 05:10 AM UltraMath Algebra 3 September 4th, 2011 09:54 AM xsw001 Real Analysis 1 October 29th, 2010 07:27 PM

 Contact - Home - Forums - Cryptocurrency Forum - Top

Copyright © 2018 My Math Forum. All rights reserved.