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 obese is ... in a total delirium. For he is not only large, of a size opposed to normal morphology: he is larger than large. He no longer makes sense in some distinctive opposition, but in his excess, his redundancy.”
—Jean Baudrillard (b. 1929)
“The question for the country now is how to secure a more equal distribution of property among the people. There can be no republican institutions with vast masses of property permanently in a few hands, and large masses of voters without property.... Let no man get by inheritance, or by will, more than will produce at four per cent interest an income ... of fifteen thousand dollars] per year, or an estate of five hundred thousand dollars.”
—Rutherford Birchard Hayes (1822–1893)