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Tagged with normalizing-constant multivariate-normal-distribution
2 questions
4
votes
1
answer
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What is the relationship between the normalization constants of the normal distribution and the (Inverse-)Wishart distribution?
I was looking at the probability density function of the multivariate normal distribution and that of the inverse-Wishart distribution:
$$
\begin{array}{rccll}
p_{\mathcal{N}}\left(\mathbf{x}; \...
- 398
10
votes
2
answers
12k
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Deriving the normalizing constant for the multivariate Gaussian
I am trying to derive the normalizing constant for the multivariate Gaussian. The book I'm following suggests diagonalizing the covariance matrix and then using a change of variables.
So, we consider ...
- 2,259