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Matrix Variate


A matrix each of whose elements is a variate. These variates need not be independent, and if they are not, a correlation is said to exist between them.


See also

Multivariate, Variate

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References

Evans, M.; Hastings, N.; and Peacock, B. Statistical Distributions, 3rd ed. New York: Wiley, p. 5, 2000.

Referenced on Wolfram|Alpha

Matrix Variate

Cite this as:

Weisstein, Eric W. "Matrix Variate." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/MatrixVariate.html

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