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The MVN distribution is a generalization of the univariate normal distribution which has the
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parameters in total]. We use the notation
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Let X = (x1,........,xn) contain an independent random sample of size n from Np (μ, ∑). The correlation,…
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The RHS is evaluated by substituting the individual data vectors {x1,..........,xn} in turn into the p.d.f. Wishart
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Final part of proof: to minimize the log-likelihood

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Lemma 1 ∑ S is positive semi-denite (proved elsewhere). Therefore the eigenvalues of ∑ S are correlation,…
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The Wishart distribution is the multivariate generalization of the chi-square X2 distribution correlation,…
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Sometimes μ is known to be proportional to a given vector, so μ = kμ0 with μ0 being a known correlation,…
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