Multivariate Normal Distributions Parametrized as a Riemannian Symmetric Space
نویسندگان
چکیده
منابع مشابه
Multivariate Normal Distributions Parametrized as a Riemannian Symmetric Space
The construction of a distance function between probability distributions is of importance in mathematical statistics and its applications. Distance function based on the Fisher information metric has been studied by a number of statisticians, especially in the case of the multivariate normal distribution (Gaussian) on R. It turns out that, except in the case n = 1, where the Fisher metric desc...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2000
ISSN: 0047-259X
DOI: 10.1006/jmva.1999.1853