广义非中心拟F-分布 |
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引用本文: | 储慧琴,;郑玉国,;徐海燕. 广义非中心拟F-分布[J]. 安徽机电学院学报, 2008, 0(1): 48-51 |
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作者姓名: | 储慧琴, 郑玉国, 徐海燕 |
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作者单位: | [1]东南大学数学系,江苏南京210096; [2]金陵科技学院基础部,江苏南京210096 |
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摘 要: | 随机向量的分布族研究是多元统计中很重要的一类问题,对多元统计分析中三类重要的分布:F-分布、Beta分布、Dirichlet分布进行推广,给出了矩阵形式的广义非中心拟F-分布、广义非中心拟Beta分布和广义非中心拟Dirichlet分布的定义与密度函数,同时还讨论了广义非中心拟Bet口分布的特征函数。
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关 键 词: | 密度函数 特征函数 多元F-函数 矩阵超几何函数 |
Families of Non-central Matrix quasi-F distribution |
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Affiliation: | CHU Hui-qin ,ZHENG Yu-guo ,XU Hai-yan (1. Dept. of Math. , Southeast University, NanJing 210096, China; 2. Dept. of Basic , Jin Ling University of Deienee and Technology,Nan.ling 210096, China) |
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Abstract: | The research of random vector's distribution is an important problem of multivariate statistics. In this paper three important distributions: F distribution, Beta distribution, Dirichlet distributions are extended to matrix forms: the non-central matrix quasi-F distribution,the non-central matrix quasi-Beta distribution and the non-central matrix quasi-Dirichlet distribution. It also gives the density functions of three extensions distributions and character function of non-central matrix quasi-Beta distributon. |
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Keywords: | density function character function mutli T function matrix geometrical function |
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