Differentiating a Determinant

Authors
Madan, Dilip B.
Citation
B. Madan, Dilip, Differentiating a Determinant, American statistician , 36(3A), 1982, pp. 178-179
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
36
Issue
3A
Year of publication
1982
Pages
178 - 179
Database
ACNP
SICI code
Abstract
The integral of the multivariate normal density is used as an implicit definition for the determinant of a matrix.Differentiation under the integral sign yields an expression for the derivative of a determinant.