>
<p><span class="math display">\[
\left( \prod_{k=1}^K z_{k,k} \right)
\left(
2^{K} \ \prod_{k=1}^K z_{k,k}^{K - k + 1}
\right)
\ = \
2^K
\, \prod_{k=1}^K z_{k,k}^{K-k+2}.
\]</span></p>
<p>Let <span class="math inline">\(f^{-1}\)</span> be the inverse transform from a <span class="math inline">\(K + \binom{K}{2}\)</span>-vector
<span class="math inline">\(y\)</span> to the <span class="math inline">\(K \times K\)</span> covariance matrix <span class="math inline">\(x\)</span>. A density function
<span clas