一类wishart矩阵相对特征值的分布问题研究

Study on the Distribution Problem of a Class of Wishart Matrix Eigenvalue

在统计分析中,特征值的分布问题是重要内容。从wishart矩阵的密度函数得到AB-1特征值以及在r≤m条件下AB-1特征值的密度函数。

In the statistical analysis,the distribution of eigenvalue problem is an important content of the characteristics of the den- sity function obtained from the density function of the Wishart matrix and eigenvalue in the conditions ofvalue.