摘要
研究了协方差阵V非负定情况下的HotelliniT2分布，对V的逆用Moors－Penrose逆代替结果与V正定的情况一致，由此给出了V非负定情况下的均值检验。
This paper presents the Hotelling T2 distribuation on nongative definite V. This result is similar between postive definite V and nonegative definite V. Test of the mean value is givern by the Hoelling T2 statistic.
出处
《西安邮电学院学报》
1997年第1期23-25,共3页
Journal of Xi'an Institute of Posts and Telecommunications
关键词
正态分布
协方差阵
均值检验
多元统计分析
normal distribution
moore-Penrose inverse
hotelling T^2 statistic
test of the mean Value
