# Tagged Questions

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### How to estimate the covariance matrix if the unnormalized pdf is known but integral is intractable? [migrated]

Assume a $d$-dimensional random vector $x$, whose unnormalized pdf is known as the product of N multivariate t-distribution:
$$Pr(x)\propto\prod_{i=1}^nt_{\nu_i,\mu_i,\Sigma_i}(x)$$
Is there any ...

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### Moments of Matrix Gamma distribution

Matrix gamma distribution (defined for example in http://en.wikipedia.org/wiki/Matrix_gamma_distribution) is one way to generalize Wishart distribution. In our course work that distribution was used ...

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### Maximum likelihood estimator for Power-law with Exponential cutoff

Hi,
for fitting empirical data to power-law I am aware of the work by Clauset et al. (http://arxiv.org/abs/0706.1062) and how to use maximum likelihood estimation. There exists also a simple maximum ...