关于多元正态总体的条件分布f(x_1｜,S_x)

Conditional Probability Density f(x1|,Sx) of Multivariate Normal Population

文章给出条件密度函数ｆ（ｘ１｜Ｘ，Ｓｘ）的表达式及其简化的表达式和它的极限分布其中Ｘ～Ｎｎ（Ｕ，Ｖ），ｘ１，…，ｘｍ是来自Ｘ的简单随机样本，Ｘ＝１ｍ∑ｍｉ＝１ｘｉ，ＳＸ＝１ｍ－１∑ｍｉ＝１（ｘｉ－Ｘ）·（ｘｉ－Ｘ）′。

This paper gives the expression, simplification expression and limit distribution of the conditional probability density f(x1|,Sx) where X～Nn(U,V),x1,…,xm is the samples of X, =1m∑mi=1xi,SX=1m-1∑mi=1(xi-)(xi-)′,m≥n