Estimator of The Multivariate Normal Distribution
The Wishart distribution is the sampling distribution of the maximum-likelihood estimator (MLE) of the covariance matrix of a multivariate normal distribution with mean zero. A derivation of the MLE uses the spectral theorem.
Read more about this topic: Wishart Distribution
Famous quotes containing the words normal and/or distribution:
“The normal present connects the past and the future through limitation. Contiguity results, crystallization by means of solidification. There also exists, however, a spiritual present that identifies past and future through dissolution, and this mixture is the element, the atmosphere of the poet.”
—Novalis [Friedrich Von Hardenberg] (1772–1801)
“There is the illusion of time, which is very deep; who has disposed of it? Mor come to the conviction that what seems the succession of thought is only the distribution of wholes into causal series.”
—Ralph Waldo Emerson (1803–1882)