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Direct linkRadhakrishnan, R.; Choudhury, Askar – International Journal of Mathematical Education in Science and Technology, 2009
Computing the mean and covariance matrix of some multivariate distributions, in particular, multivariate normal distribution and Wishart distribution are considered in this article. It involves a matrix transformation of the normal random vector into a random vector whose components are independent normal random variables, and then integrating…
Descriptors: Computers, Multivariate Analysis, Matrices, Mathematics Instruction
