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corrected some pages
Several small mistakes/errors were corrected in several proofs/definitions.
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P/mvn-matn.md

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@@ -14,6 +14,12 @@ topic: "Multivariate normal distribution"
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theorem: "Special case of matrix-normal distribution"
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sources:
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- authors: "Wikipedia"
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year: 2022
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title: "Matrix normal distribution"
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in: "Wikipedia, the free encyclopedia"
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pages: "retrieved on 2022-07-31"
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url: "https://en.wikipedia.org/wiki/Matrix_normal_distribution"
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proof_id: "P330"
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shortcut: "mvn-matn"
@@ -32,11 +38,11 @@ $$
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Setting $p = 1$, $X = x$, $M = \mu$, $U = \Sigma$ and $V = 1$, we obtain
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\begin{equation} \label{eq:exp-pdf}
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$$ \label{eq:exp-pdf}
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\begin{split}
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\mathcal{MN}(x; \mu, \Sigma, 1) &= \frac{1}{\sqrt{(2\pi)^{n} |1|^n |\Sigma|^1}} \cdot \exp\left[-\frac{1}{2} \mathrm{tr}\left( 1^{-1} (x-\mu)^\mathrm{T} \, \Sigma^{-1} (x-\mu) \right) \right] \\
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&= \frac{1}{\sqrt{(2\pi)^{n} |\Sigma|}} \cdot \exp\left[-\frac{1}{2} (x-\mu)^\mathrm{T} \, \Sigma^{-1} (x-\mu) \right]
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\end{split}
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\end{equation}
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$$
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which is equivalent to the [probability density function of the multivariate normal distribution](/P/mvn-pdf).

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