High Quality Content by WIKIPEDIA articles! In multivariate statistics and probability theory, the scatter matrix is a statistic that is used to make estimates of the covariance matrix of the multivariate normal distribution. The scatter matrix is the m-by-m positive semi-definite matrix. The maximum likelihood estimate, given n samples, for the covariance matrix of a multivariate normal distribution can be expressed as the normalized scatter matrix. When the columns of X, are independently sampled from a multivariate normal distribution, then S, has a Wishart distribution.

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