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:

    “Hesitation increases in relation to risk in equal proportion to age.”
    —Ernest Hemingway (1899–1961)

    “Every word was once a poem. Every new relation is a new word.”
    —Ralph Waldo Emerson (1803–1882)