Matrix normal distribution

A matrix normal distribution is a type of family of distributions used to describe sets of numbers. The 'matrix' part means that it's a collection of numbers which are organized into rows and columns like a table, and the 'normal' part means that the numbers follow certain rules. As an example, if you have a matrix of 10 numbers (5 rows and 2 columns), the numbers must all add up to a certain number, and each row and column must also add up to a certain number. In this way, the matrix normal distribution makes sure that all the numbers work together nicely.