Talk:Matrix normal distribution

Pdf formula

According to Arnold (1981), the pdf on this page has the powers of the scale matrices backwards. It should be $|\Omega |^{-p/2}$ and $|\Sigma |^{-n/2}$. Somebody please double check this, I don't want to make the edit without confirmation from somebody else... -[ 152.3.217.217 at 18:27, 11 July 2008 ]

The signs of the exponents look good to me. Note that in the formula here the determinants are below the line. In other texts they may not be. It is also possible to parametrize the distributions in terms of precisions, rather than covariances and this would also flip the signs. --Entropeneur (talk) 13:20, 10 February 2016 (UTC)

Typesetting with overflow-infobox for formula

23-Feb-2009: I have added an overflow-infobox, below the top infobox, to display the long formula without pushing the top infobox into an over-wide display. Also, I have split the long equation to wrap onto 2 lines, rather than force a wide line to the bottom of the article. Note that equations can be wrapped, easily, by coding 2 math-tag sections, split around the "=" sign:

• <math>X+Y =</math><math> A+9</math>

The above coding would allow "X+Y=" to wrap with "A+9" on the next line. -Wikid77 (talk) 11:56, 23 February 2009 (UTC)

Please don't wrap equations this way! This damages the spacing. Compare:

$\displaystyle X+Y=A+9$

$\displaystyle X+Y=$$\displaystyle A+9$

These were generated with

<math>\displaystyle X + Y = A + 9</math>

<math>\displaystyle X + Y =</math><math>\displaystyle A + 9</math>

(The \displaystyle is only to force the TeX parser to produce a PNG.) Look at the spacing between the equals sign. It's correct in the first equation and wrong in the second. Ozob (talk) 18:24, 23 February 2009 (UTC)

Reference

A good reference for results about the matrix-normal distribution is A.P. Dawid "Some Matrix-Variate Distribution Theory" Biometrika 1981. Most of the standard facts featured on the wiki pages of other distributions may be found in that paper. 76.118.10.148 (talk) 01:26, 7 September 2009 (UTC)anon

I have added a more complete version of this ref to the article. Melcombe (talk) 09:47, 8 September 2009 (UTC)