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 proper study of mankind is man in his relation to his deity.”
    —D.H. (David Herbert)

    “Only in a house where one has learnt to be lonely does one have this solicitude for things. One’s relation to them, the daily seeing or touching, begins to become love, and to lay one open to pain.”
    —Elizabeth Bowen (1899–1973)