| 多元t分布的一致渐进正态性 |
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| 引用本文： | 王灿,张宇杨. 多元t分布的一致渐进正态性[J]. 数学的实践与认识, 2021, 0(6): 272-276 |
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| 作者姓名： | 王灿 张宇杨 |
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| 作者单位： | 成都师范学院数学学院 |
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| 基金项目： | 成都市哲学社会科学规划项目(2019R30)。 |
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| 摘 要： | 讨论了多元t分布一致渐进正态性的条件,利用不等式法估计了二者之间的Kullback-Leibler距离,给出了Kullback-Leibler距离表达式,最后对多元t分布一致渐进正态性进行了模拟验证.
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| 关 键 词： | 多元t分布 Kullback-Leibler距离 一致渐近正态性 |
Uniform Asymptotic Normality of Multivariate Distribution |
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| WANG Can,ZHANG Yu-yang. Uniform Asymptotic Normality of Multivariate Distribution[J]. Mathematics in Practice and Theory, 2021, 0(6): 272-276 |
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| Authors: | WANG Can ZHANG Yu-yang |
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| Affiliation: | (School of Mathematics,Chengdu Normal University,Chengdu 611130,China) |
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| Abstract: | In this paper,the conditions of uniform asymptotic normality of t-multivariate distribution are discussed,and the relationship between them is estimated by inequality method Kullback-Leibler Distance,gives Kullback-Leibler Distance expression.Finally,the uniform asymptotic normality of the t-distribution is verified by simulation. |
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| Keywords: | multivariate t-distribution Kullback Leibler distance uniformly asymptotic normality |
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