Matrix Normal Distribution - Relation To Other Distributions

Relation To Other Distributions

Dawid (1981) provides a discussion of the relation of the matrix-valued normal distribution to other distributions, including the Wishart distribution, Inverse Wishart distribution and matrix t-distribution, but uses different notation from that employed here.

Read more about this topic:  Matrix Normal Distribution

Famous quotes containing the words relation to and/or relation:

    You must realize that I was suffering from love and I knew him as intimately as I knew my own image in a mirror. In other words, I knew him only in relation to myself.
    Angela Carter (1940–1992)

    It would be disingenuous, however, not to point out that some things are considered as morally certain, that is, as having sufficient certainty for application to ordinary life, even though they may be uncertain in relation to the absolute power of God.
    René Descartes (1596–1650)