I'm trying to find an estimator for I have the following facts:
Where is a matrix that was obtained by multiplying a standard normal matrix and an unspecified data matrix.
My problem is how can I estimate Is this probability dependent on the distribution of Or, is the desired result simply:
, since,
+ & -, - & +, 0 & +,
+ & 0, - & 0, 0 & -
+ & +, - & -, 0 & 0,
And 3/9 satisfy the condition.
Thanks