[1] Zhu Daoyuan*, Zhao Shengli,. Quasi-χ2 Distribution and theIndependence of Wishart Distribution [J]. Journal of Southeast University (English Edition), 2002, 18 (2): 173-176. [doi:10.3969/j.issn.1003-7985.2002.02.014]

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Quasi-χ² Distribution and theIndependence of Wishart Distribution()

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Journal of Southeast University (English Edition)[ISSN:1003-7985/CN:32-1325/N]

Volumn:

18

Issue:

2002 2

Page:

173-176

Research Field:

Mathematics, Physics, Mechanics

Publishing date:

2002-06-30

Info

Title:

Quasi-χ² Distribution and theIndependence of Wishart Distribution

Author(s):

Zhu Daoyuan^1*;  Zhao Shengli²

¹Department of Mathematics, Southeast University, Nanjing 210096, China
²Qufu Normal University, Qufu 273165, China

Keywords:

quasi-χ²;  Wishart distribution;  independence

PACS:

O212.1

DOI:

10.3969/j.issn.1003-7985.2002.02.014

Abstract:

In this paper, the authors generalize the definition of χ² distribution and introduce a quasi-χ² distribution, and then prove several properties of it, find the necessary and sufficient conditions of independence about multivariate normal distributions, matrix normal distributions and two parts of the Wishart distribution.

References:

[1] Anderson T W. An introduction to multivariate statistical analysis. 2nd edition[M].New York:Wiley. 1984.
[2] Zhang Yaoting, Fang Kaitai. An introduction to multivariate statistical analysis[M]. Beijing:Science Publication, 1982.(in Chinese)
[3] Muirhead R J. Aspects of muitivariate statitical theory [M]. New York: Wiley, 1982.
[4] Zhu Daoyuan, Wu Chengou, Qin Weiliang. Multivariate statistical analysis and the SAS software[M]. Nanjing: Southeast University Press, 1999.(in Chinese)

Memo

Memo:

* Born in 1947, male, professor.

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