mvn.ub {miscF}

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.

Value

hat.Mu

unbiased estimate of mean.

hat.Sigma

unbiased estimate of variance.

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)