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Beta分布的特征函数.
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.
关键词
密度函数
特征函数
多元F-函数
矩阵超几何函数
density function
character function
mutli T function
matrix geometrical function
