Show that - N(H, n¬1£)

MATLAB: An Introduction with Applications
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Chapter1: Starting With Matlab
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Normal-Normal-Inverted Wishart Conjugate Model for Classification

 

Ν(μ, Σ)
Ν(μο, κ ΙΣ)
w-'(Eo, m)
Σ
Given a data set D = {x1, . .., æn}, x¡ E Rª, generated by this model, let the sample mean be a
the sample covariance matrix be S = (x; - a)(x; – a)T.
n Li=1 Ti and
n Li=1
Transcribed Image Text:Ν(μ, Σ) Ν(μο, κ ΙΣ) w-'(Eo, m) Σ Given a data set D = {x1, . .., æn}, x¡ E Rª, generated by this model, let the sample mean be a the sample covariance matrix be S = (x; - a)(x; – a)T. n Li=1 Ti and n Li=1
O Show that ~ N (µ, n¬1£)
Transcribed Image Text:O Show that ~ N (µ, n¬1£)
Expert Solution
Step 1

Given

 x~Nμ,Σ

μ~Nμ0, k-1Σ

Σ~W-1Σ0,mxiRd

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