用求条件后验密度的方法证明两个矩阵等式

A Method for Proving Two Matrix Identities Based on Solving Conditional Posterior Density

提出了用求条件后验密度的方法证明统计分析中的两个矩阵等式的方法.在证明中,首先引入了一个适当的模型,再用两种技巧求得条件后验均值和方差,经过对照即可得出结果.

We propose a method for proving two matrix identities, which are often used in statistical analysis, based on knowledge of conditional posterior density. Then conditional posterior mean and variance are obtained by two techniques, and proof is completed by comparison.