广义非中心χ~2分布的密度函数

The Density Function of Generalized Non-Central χ~2-Statistics

在多元统计分析中 ,经典样本理论向非正态样本发展时 ,椭球等高分布族理论被建立 .八十年代初期已有学者讨论了广义非中心 χ2分布的定义和分布问题 .本文导出了广义非中心 χ2分布的精确表达式 .

The theory of the family of elliptically contoured distributions was established when statisticians tried to extend classical sampling theory in multivariate analysis to the case of non normal samples. Some statisticians discussed on the problem of generalized non central χ 2 statistics and its distribution in the early eighties. This paper derives an exact distribution of generalized non central χ 2 statistics.