摘要
得到遵从多元正态分布和遵从椭球等高对称分布的随机向量在n维空间Rn中的第一象限的概率积分值相等.
In this paper,we obtain the equality of probability integral value of random vector obeying multivariate normal distribution and elliptically contoured symmetrical distribution,in the first quadrant of n dimensional space R n.
出处
《辽宁师范大学学报(自然科学版)》
CAS
1998年第3期205-208,共4页
Journal of Liaoning Normal University:Natural Science Edition
关键词
多元正态分布
椭球
等高对称分布
概率积分值
multivariate normal distribution,euiptically contoured symetrical distribution,probability integral value