| 正态总体样本协差阵正定性一新证明 |
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| 引用本文： | 谢平民,陈图豪.正态总体样本协差阵正定性一新证明[J].中山大学学报(自然科学版),1988(1). |
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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： | 正态总体样本协差阵概率1正定的充要条件是总体样本容量大于总体维数.本文从一个关于L-零测集的引理出发,对这一问题给出一个较之简洁清晰的新证明.
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| 关 键 词： | 样本协差阵正定性 |
A New Proof of the Positive Definiteness on the Sample Covariance Matrix |
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| Xie Pingmin Chen Tuhao.A New Proof of the Positive Definiteness on the Sample Covariance Matrix[J].Acta Scientiarum Naturalium Universitatis Sunyatseni,1988(1). |
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| Authors: | Xie Pingmin Chen Tuhao |
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| Institution: | Xie Pingmin Chen Tuhao |
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| Abstract: | We give a new proof of the positive definiteness on the covariace matrix of the sample from the normal population. This proof is simpler and clearer than the original one, given in1]. |
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| Keywords: | sample covariance matrix positive definiteness |
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