| 广义Wishart矩阵的若干性质 |
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| 引用本文： | 陈兰祥. 广义Wishart矩阵的若干性质[J]. 同济大学学报(自然科学版), 1987, 0(2) |
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| 作者姓名： | 陈兰祥 |
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| 作者单位： | 同济大学应用数学系 |
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| 摘 要： | 本文讨论了多维椭球等高分布与广义Wishart分布之间的关系,并求出了W_(1·2)等子矩阵的分布。
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| 关 键 词： | 椭球等高分布 广义 Wishart分布 三角分解 |
Some Properties of Generalized Wishart Distribution |
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| Chen Lanxiang. Some Properties of Generalized Wishart Distribution[J]. Journal of Tongji University(Natural Science), 1987, 0(2) |
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| Authors: | Chen Lanxiang |
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| Affiliation: | Chen Lanxiang Department of Applied Mathematics |
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| Abstract: | In this paper the relationship between the multivariate elliptically contoureddistribution and generalized wishart distribution is discussed and the distributionof W_(1.2) etc attained. |
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| Keywords: | Ellipsoids-contour-distribution Generalized Wishart distribution Triangular decomposition |
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