| 矩阵F分布与矩阵T分布在左球分布类中的推广 |
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| 引用本文： | 石爱菊.矩阵F分布与矩阵T分布在左球分布类中的推广[J].南京邮电大学学报(自然科学版),2008,28(5). |
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| 作者姓名： | 石爱菊 |
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| 作者单位： | 南京邮电大学数理学院,江苏,南京,210003 |
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| 基金项目： | 南京邮电大学校科研基金 |
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| 摘 要： | 利用任意非负Borel函数的教学期望与随机向量的密度函数的关系,通过随机矩阵的变换,证明了左球分布定义的矩阵F和矩阵T仍然服从矩阵F分布和矩阵T分布,从而将矩阵F分布和矩阵T分布推广到左球分布类.这一结果扩大了椭球等高分布的应用范围.
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| 关 键 词： | 椭球等高分布 矩阵T分布 矩阵F分布 变换 |
The Extension of the Matrix F and T Distributions to the Left Spherical Family |
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| SHI Ai-ju.The Extension of the Matrix F and T Distributions to the Left Spherical Family[J].Journal of Nanjing University of Posts and Telecommunications,2008,28(5). |
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| Authors: | SHI Ai-ju |
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| Institution: | SHI Ai-juCollege of Mathematics , Physics,Nanjing University of Posts , Telecommunications,Nanjing 210003,China |
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| Abstract: | Let A be a random matrix defined by left spherical family.In this paper,by using the relation between the expectation of non-negative random Borel function and density function,we prove that the F and T distributions of the matrix A are invariant under linear transformations.Consequently,we extend the F and T distributions of a random matrix to the left spherical family,which provides other applications of elliptically contoured distribution of random matrices. |
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| Keywords: | the elliptically contoured distribution matrix T distribution matrix F distribution transformation |
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