THE LIMITING DISTRIBUTIONS OF SOME SUBCLASSES OF THE GENERALIZED NON-CENTRAL t-DISTRIBUTION |
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作者姓名: | 方开泰 袁克海 |
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作者单位: | Institute of Applied Mathematics,Academia Sinica,Beijing 100080,China,Beijing Institute of Technology,Beijing 100080,China |
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基金项目: | This project is supported by the National Natural Science Foundation of China,by Grant DA01070 from U.S. Public Health Service |
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摘 要: | A general theorem on the limiting distribution of the generalized t-distribution is obtained,many applications of this theorem to some subclasses of elliptically contoured distributions in cluding multivariate normal and multivariate t distributions are discussed.Further,their limiting distributions by density function are derived.
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