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:

    Any relation to the land, the habit of tilling it, or mining it, or even hunting on it, generates the feeling of patriotism. He who keeps shop on it, or he who merely uses it as a support to his desk and ledger, or to his manufactory, values it less.
    Ralph Waldo Emerson (1803–1882)

    The psychoanalysis of individual human beings, however, teaches us with quite special insistence that the god of each of them is formed in the likeness of his father, that his personal relation to God depends on his relation to his father in the flesh and oscillates and changes along with that relation, and that at bottom God is nothing other than an exalted father.
    Sigmund Freud (1856–1939)