[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()

拟χ²分布与Wishart分布独立性

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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

拟χ²分布与Wishart分布独立性

Author(s):

Zhu Daoyuan^1*;  Zhao Shengli²

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

朱道元;  赵胜利

东南大学数学系, 南京 210096) (曲阜师范大学, 曲阜 273165

Keywords:

quasi-χ²;  Wishart distribution;  independence

拟卡方分布;  Wishart分布;  独立性

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.

推广了卡方分布到拟卡方分布, 证明了它的若干性质, 并利用这些性质找到了Wishart分布内部及2个多元正态分布或矩阵正态分布之间独立的充要条件.

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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