摘要
ＬｏｕｔｓＨ．Ｙ．Ｃｈｅｎ在文［１］中应用测度论的方法，证明标准正态随机向量的一个充分条件．本文指出它也是必要条件．同时将它推广到一般多元正态分布的情形，从而得到几个一般性结论．
In paper [1], Louts H. Y. Chen proved a sufficient condition of the standardized normal random vector by applying the measure theory. In this paper, we prove that the condition is also a necessary one. Furthermore, the condition is extended to includethe case of multivariate normal distribution, with some general conclusions presented.
出处
《汕头大学学报（自然科学版）》
1994年第2期47-52,共6页
Journal of Shantou University：Natural Science Edition
关键词
测度论
多元正态分布
随机向量
Chen定理
measure theory
multivariate normal distribution
probabilitycharacteristic
random vector
