in probability theory and statistics, the generalized multivariate log-gamma (g-mvlg) distribution is a multivariate distribution introduced by demirhan and hamurkaroglu in 2011. the g-mvlg is a flexible distribution. skewness and kurtosis are well controlled by the parameters of the distribution. this enables one to control dispersion of the distribution. because of this property, the distribution is effectively used as a joint prior distribution in bayesian analysis, especially when the likelihood is not from the location-scale family of distributions such as normal distribution.