摘要
在连续型样本,但没有要求同分布的情况下,证明了样本协差阵概率1正定的充要条件是总体样本容量大于总体的维数,这一结果也包含了广义多元统计分析中关子连续型样本协差阵的正定性。
By constructing a zero measure set and a matrix of a linear transformation,prove that the generalized covariance matrix of continuous sample is positive definite w.p.1 iff the number of the random vectors is greater than their dimension.This is a generalizatioa of the result of[3].
出处
《中山大学学报（自然科学版）》
CAS
CSCD
1990年第1期102-104,共3页
Acta Scientiarum Naturalium Universitatis Sunyatseni
关键词
连续型样本
协差阵
正定性
continuous random vector
covariance matrix of sample
positive definiteness
