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Scatter matrix

In multivariate statistics and probability theory, the scatter matrix is a statistic that is used to make estimates of the covariance matrix, for instance of the multivariate normal distribution.

Definition
Given n samples of m-dimensional data, represented as the m-by-n matrix, X=[\mathbf{x}_1,\mathbf{x}_2,\ldots,\mathbf{x}_n], the sample mean is :\overline{\mathbf{x}} = \frac{1}{n}\sum_{j=1}^n \mathbf{x}_j where \mathbf{x}_j is the j-th column of X. The scatter matrix is the m-by-m positive semi-definite matrix :S = \sum_{j=1}^n (\mathbf{x}_j-\overline{\mathbf{x}})(\mathbf{x}_j-\overline{\mathbf{x}})^T = \sum_{j=1}^n (\mathbf{x}_j-\overline{\mathbf{x}})\otimes(\mathbf{x}_j-\overline{\mathbf{x}}) = \left( \sum_{j=1}^n \mathbf{x}_j \mathbf{x}_j^T \right) - n \overline{\mathbf{x}} \overline{\mathbf{x}}^T where (\cdot)^T denotes matrix transpose, and multiplication is with regards to the outer product. The scatter matrix may be expressed more succinctly as :S = X\,C_n\,X^T where \,C_n is the n-by-n centering matrix. ==Application==
Application
The maximum likelihood estimate, given n samples, for the covariance matrix of a multivariate normal distribution can be expressed as the normalized scatter matrix :C_{ML}=\frac{1}{n}S. When the columns of X are independently sampled from a multivariate normal distribution, then S has a Wishart distribution. ==See also==
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