This article gives a formal definition of a lognormal family of probability distributions on the set of symmetric positive definite (SPD) matrices, seen as a matrix-variate extension of the univariate ...

Positive definite matrices play a central role in mathematics, physics, statistics and engineering due to their unique properties and widespread applicability. These matrices, which are characterised ...

This is a preview. Log in through your library . Abstract Let X:p × n be a matrix of random real variates such that the column vectors of X are independently and identically distributed as ...