| 滕成业,方宏彬,邓炜材.广义非中心Wishart分布(英文)[J].数学研究及应用,1989,9(4):479~488 |
| 广义非中心Wishart分布(英文) |
| The Generalized Noncentral Wishart Distribution |
| 投稿时间：1987-09-10 |
| DOI：10.3770/j.issn:1000-341X.1989.04.001 |
| 中文关键词: |
| 英文关键词: |
| 基金项目: |
|
| 摘要点击次数: 2284 |
| 全文下载次数: 1319 |
| 中文摘要: |
| 设Z是n×m随机矩阵(n>m),它具有椭球等高分布Z～LECn×m(M,Σ,φ),Σ>0,其密度函数为 |
| 英文摘要: |
| In this paper, we have definited the generalized noncentral Wishart distribution for elliptically contoured distributions. Under some conditions, we have obtained its probability density function, the density function of its latent roots, the moments of the generalized variance, and the characteristic function in the series forms . |
| 查看全文 查看/发表评论 下载PDF阅读器 |
|
|
|
