翻訳と辞書 Words near each other ・ Matrix management ・ Matrix Market exchange formats ・ Matrix mechanics ・ Matrix metallopeptidase 12 ・ Matrix metallopeptidase 13 ・ Matrix metalloproteinase ・ Matrix metalloproteinase inhibitor ・ Matrix method ・ Matrix mixer ・ Matrix model ・ Matrix molding ・ Matrix multiplication ・ Matrix multiplication algorithm ・ Matrix Music Marketing ・ Matrix norm ・ Matrix normal distribution ・ Matrix number ・ Matrix of country subdivisions ・ Matrix of domination ・ Matrix of Leadership ・ Matrix of ones ・ Matrix of pain ・ Matrix Partners ・ Matrix pencil ・ Matrix planting ・ Matrix polynomial ・ Matrix population models ・ Matrix Powertag ・ Matrix product state ・ Matrix Quest Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Matrix normal distribution ： ウィキペディア英語版 Matrix normal distribution | cdf = | mean =$\backslash mathbf$ | median = | mode = | variance =$\backslash mathbf$ (among-row) and $\backslash mathbf$ (among-column) | skewness = | kurtosis = | entropy = | mgf = | char = }} In statistics, the matrix normal distribution is a probability distribution that is a generalization of the multivariate normal distribution to matrix-valued random variables. == Definition == The probability density function for the random matrix X (''n'' × ''p'') that follows the matrix normal distribution $\backslash mathcal\_(\backslash mathbf,\; \backslash mathbf,\; \backslash mathbf)$ has the form: :$$ p(\mathbf\mid\mathbf, \mathbf, \mathbf) = \frac \, \mathrm\left(\mathbf^ (\mathbf - \mathbf)^ \mathbf^ (\mathbf - \mathbf) \right ) \right)}|^ |\mathbf|^} where $\backslash mathrm$ denotes trace and M is ''n'' × ''p'', U is ''n'' × ''n'' and V is ''p'' × ''p''. The matrix normal is related to the multivariate normal distribution in the following way: :$\backslash mathbf\; \backslash sim\; \backslash mathcal\_(\backslash mathbf,\; \backslash mathbf,\; \backslash mathbf),$ if and only if :$\backslash mathrm(\backslash mathbf)\; \backslash sim\; \backslash mathcal\_(\backslash mathrm(\backslash mathbf),\; \backslash mathbf\; \backslash otimes\; \backslash mathbf)$ where $\backslash otimes$ denotes the Kronecker product and $\backslash mathrm(\backslash mathbf)$ denotes the vectorization of $\backslash mathbf$. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Matrix normal distribution」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.