| 奇异多元正态随机向量的新定义及与其他定义的等价性 |
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| 引用本文： | 祝丽萍,陈琳,岳华.奇异多元正态随机向量的新定义及与其他定义的等价性[J].大学数学,2010,26(4). |
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| 作者姓名： | 祝丽萍 陈琳 岳华 |
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| 基金项目： | 新疆维吾尔自治区高校青年教师科研启动基金 |
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| 摘 要： | 通过对奇异协方差阵的行列式重新定义及广义逆矩阵的概念,给出了奇异多元正态随机向量的新定义,并讨论了与其他定义之间的等价关系.
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| 关 键 词： | 奇异协方差阵 广义逆矩阵 奇异多元正态随机向量 |
A New Definition of Singular Multiple Normal Random Vector and the Equivalent Relationship with the Other Definitions |
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| ZHU Li-ping,CHEN Lin,YUE Hua.A New Definition of Singular Multiple Normal Random Vector and the Equivalent Relationship with the Other Definitions[J].College Mathematics,2010,26(4). |
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| Authors: | ZHU Li-ping CHEN Lin YUE Hua |
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| Abstract: | By redefining the determinant of the singular covariance matrix and the concept of the generalized inverse matrix,this paper puts forth a new definition of the singular multiple normal random vector and Subsequently,discusses the equivalent relationship with the other definitions. |
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| Keywords: | singular covariance matrix generalized inverse matrix singular multiple normal random vector |
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