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:

    The difference between objective and subjective extension is one of relation to a context solely.
    William James (1842–1910)

    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)