精确分布推导的一个基本的方法

寻求统计量的精确分布,在数理统计的理论中是一个重要的问题。然而,在多元统计分析中,往往很不容易得到统计量的精确分布,有些统计量的分布,例如非中心的Wishanrt分布,持续了几十年,还没有获得完满的结果。我国的许宝騄先生早在1939年,就得到了正态总体样本协差阵的特征根的联合分布(参看1])。据徐钟济先生的回忆,当时R.A.

An Element Method for the Derivation of Exact Sampling Distributions

In this paper, we introduce a method for derivating the exact sampling distributions. The method, which was introduced to the multivariate analysis first by P. L. Hsu in 1938-1939, is a straightforward derivation, and was extended to derivate the exact distribution of order statistics by P.L.Hsu in 1960-1961.By this method, we get some new distributions, which will be printed in 5].