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:

    “Light is meaningful only in relation to darkness, and truth presupposes error. It is these mingled opposites which people our life, which make it pungent, intoxicating. We only exist in terms of this conflict, in the zone where black and white clash.”
    —Louis Aragon (1897–1982)

    “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)