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Last data update: 2014.03.03
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R: Unbiased Estimate of Parameters of a Multivariate Normal...
Unbiased Estimate of Parameters of a Multivariate Normal Distribution
Description
Obtain the Unbiased Estimate of Parameters of a Multivariate Normal Distribution.
Usage
mvn.ub(X)
Arguments
X |
a matrix of observations with one subject per row.
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Value
hat.Mu |
unbiased estimate of mean.
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hat.Sigma |
unbiased estimate of variance.
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Examples
Sigma <- matrix(c(100, 0.99*sqrt(100*100),
0.99*sqrt(100*100), 100),
nrow=2)
X <- mvrnorm(1000, c(100, 100), Sigma)
result <- mvn.ub(X)
Results
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providing 
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