| 正态随机矩阵的MTP2性质 |
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| 引用本文： | 石月岩,宓颖,李树有.正态随机矩阵的MTP2性质[J].东北师大学报(自然科学版),2011,43(1):25-29. |
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| 作者姓名： | 石月岩 宓颖 李树有 |
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| 作者单位： | 辽宁工业大学理学院; |
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| 基金项目： | 国家自然科学基金资助项目(10871037); 辽宁省教育厅基金资助项目(20060409) |
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| 摘 要： | 给出了正态随机矩阵的定义和一些相关性质,并将正态向量的多元全正二序(MTP2)性质的结论推广到正态随机矩阵.得到随机矩阵和它的任意行向量均满足MTP2的等价关系,以及正态随机样本矩阵为MTP2当且仅当总体的逆协方差阵为M-矩阵等结论.
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| 关 键 词： | M-矩阵 MTP2 正态随机矩阵 |
Multivariate totally positive of order 2 property of normal random matrix |
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| SHI Yue-yan,MI Ying,Li Shu-you.Multivariate totally positive of order 2 property of normal random matrix[J].Journal of Northeast Normal University (Natural Science Edition),2011,43(1):25-29. |
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| Authors: | SHI Yue-yan MI Ying Li Shu-you |
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| Institution: | SHI Yue-yan,MI Ying,LI Shu-you(Department of Mathematics and Physics,Liaoning University of Technology,Jinzhou 121001,China) |
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| Abstract: | The definition of normal random matrix and some related properties are introduced in this paper.The multivariate totally positive of order 2(MTP2) of normal vector can be extended to normal matrix.Some results about the equivalent relationship between the random matrix and its arbitrary row which are all MTP2,and the inverse covariance matrix of population is an M-matrix if and only if the normal sample matrix is MTP2,and so on,are given. |
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| Keywords: | M-matrix MTP2 normal matrix |
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