| 多元正态分布与椭球等高对称分布有关概率的计算 |
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| 引用本文： | 王丽燕.多元正态分布与椭球等高对称分布有关概率的计算[J].辽宁师范大学学报(自然科学版),1998,21(3):205-208. |
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| 作者姓名： | 王丽燕 |
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| 作者单位： | 大连大学数学系 |
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| 摘 要： | 值得遵从多元正态分布和遵从椭球等高对称分布的随机向量在ｎ维空间Ｒ＾ｎ中的第一象限的概率积分值相等。
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| 关 键 词： | 多元正态分布 椭球 等高对称分布 概率积分值 |
THE CALCULATION OF PROBABILITY FOR MULTIVARATE NORMAL DISTRIBUTION AND ELLIPTICALLY CONTOURED DISTRIBUTION |
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| Wang Liyan.THE CALCULATION OF PROBABILITY FOR MULTIVARATE NORMAL DISTRIBUTION AND ELLIPTICALLY CONTOURED DISTRIBUTION[J].Journal of Liaoning Normal University(Natural Science Edition),1998,21(3):205-208. |
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| Authors: | Wang Liyan |
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| Abstract: | In this paper,we obtain the equality of probability integral value of random vector obeying multivariate normal distribution and elliptically contoured symmetrical distribution,in the first quadrant of n dimensional space R n. |
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| Keywords: | multivariate normal distribution euiptically contoured symetrical distribution probability integral value |
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