Originally Posted by

**will22**
well, thing is i've been reading a little bit on the topic and it says that the sample covariance matrix for a sample from a multivariate normal distribution follows the wishart distribution. so my reasoning was like this: if we take a *standard* normal distribution then it has a 0-mean vector and it's covariance matrix would be a correlation matrix. so i guess when you said "the parameters are set right" is because this will only happen in the case of the standard multivariate normal... right? no? maybe?