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Math Help - Multivariate Analysis - Log Likelihood Proof

  1. #1
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    Multivariate Analysis - Log Likelihood Proof



    Hi all, I got stuck on this question when it came to proving the identity.

    I can't find anything that helps in my notes or textbook, except that I should write

    \displaystyle\sum_{r=1}^n (x_r-\mu)^T\Sigma^-^1(x_r-\mu) = \displaystyle\sum_{r=1}^n (x_r-\bar{x}+\bar{x}-\mu)^T\Sigma^-^1(x_r-\bar{x}+\bar{x}-\mu).
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  2. #2
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    May 2010
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    Never mind, managed to solve this one in the end.
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