关于N(a,B)一个特性的初等演证

An Elementary Demonstrating on the Characteristic Property of Multivariate Normal Distribution

用较初等的方法演证了多元正态分布的一个特性,即N(a,B)可由其前二阶矩完全确定.

We have proved a theorem with complete detail, i. e., if the random vector ζ～ N（α, B）, then its distribution will be determined by the second moment in front of ζ..