Keywords

#matrix_normal_distribution

Matrix normal distribution

Probability distribution

In statistics, the matrix normal distribution or matrix Gaussian distribution is a probability distribution that is a generalization of the multivariate normal distribution to matrix-valued random variables.

Sun 30th

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Matrix normal distribution Normal distribution Multivariate normal distribution Normal-Wishart distribution Matrix gamma distribution Complex normal distribution Matrix t-distribution Log-normal distribution Normal-inverse-Wishart distribution List of probability distributions
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