| 连续型样本协差阵的正定性 |
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| 引用本文： | 谢平民 陈图豪. 连续型样本协差阵的正定性[J]. 中山大学学报(自然科学版), 1990, 29(1): 102-104 |
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| 作者姓名： | 谢平民 陈图豪 |
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| 作者单位： | 中山大学数学系，中山大学数学系 |
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| 摘 要： |
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| 关 键 词： | 连续型样本 协差阵 正定性 |
The Positive Definiteness of the Covariance Matrix of Continuous Sample |
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| Xie Pingmin Depnrtment of Mathement,Chen Tuhao. The Positive Definiteness of the Covariance Matrix of Continuous Sample[J]. Acta Scientiarum Naturalium Universitatis Sunyatseni, 1990, 29(1): 102-104 |
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| Authors: | Xie Pingmin Depnrtment of Mathement Chen Tuhao |
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| Affiliation: | Xie Pingmin Depnrtment of Mathement;Chen Tuhao |
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| Abstract: | By constructing a zero measure set and a matrix of a linear transformation,prove that the generalized covariance matrix of continuous sample is positive definite w.p.1 iff the number of the random vectors is greater than their dimension.This is a generalizatioa of the result of[3]. |
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| Keywords: | continuous random vector covariance matrix of sample positive definiteness |
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