| 椭球等高分布族中下三角分解的一些结果 |
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| 引用本文： | 陈根.椭球等高分布族中下三角分解的一些结果[J].南京理工大学学报(自然科学版),2003,27(Z1):47-51. |
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| 作者姓名： | 陈根 |
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| 作者单位： | 东南大学数学系,南京,210096 |
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| 摘 要： | 该文证明了正定阵下三角分解存在且唯一的结论,运用外微分的方法给出该分解的Jacobian,再分别得到Wishart分布、矩阵Beta分布、逆矩阵Beta分布和矩阵F分布的下三角分解的相应结果.
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| 关 键 词： | 椭球等高分布 Wishart分布 Beta分布 F分布 下三角分解 |
| 修稿时间： | 2003年1月6日 |
Some Results Obtained from Elliptically Contoured Matrix Population Based on the Lower-triangular Matrix Decomposion |
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| Chen Gen.Some Results Obtained from Elliptically Contoured Matrix Population Based on the Lower-triangular Matrix Decomposion[J].Journal of Nanjing University of Science and Technology(Nature Science),2003,27(Z1):47-51. |
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| Authors: | Chen Gen |
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| Abstract: | It calculates the Jacobian of the lower triangular decomposition of positive matrix through the methods of exterior differential, and then gets the statistical relationship among the elements within a certain triangular matrix decomposed from the Wishart matrix,Beta matrix, inverse Beta matrix or F matrix in the family of elliptically contoured distribution. |
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| Keywords: | elliptically contoured matrix distribution Wishart distribution matrix Beta distribution matrix F distribution lower-triangular matrix decomposition |
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