Testing Equality Of Standardized Generalized Variances Of K Multivariate Normal Populations With Arbitrary Dimensions

Below is result for Testing Equality Of Standardized Generalized Variances Of K Multivariate Normal Populations With Arbitrary Dimensions in PDF format. You can download or read online all document for free, but please respect copyrighted ebooks. This site does not host PDF files, all document are the property of their respective owners.

The Multivariate Gaussian Distribution

The figure on the right shows a multivariate Gaussian density over two variables X1 and X2. In the case of the multivariate Gaussian density, the argument ofthe exponential function, −1 2 (x − µ)TΣ−1 definite, and since the inverse of any positive definite matrix is also positive definite, then for any non-zero vector z, zTΣ−1z