非中心Wishart矩阵分块阵的分布

Distribution of Non-central Wishart Matrix Block Matrix

在Fisher提出的中心Wishart分布的基础上进一步讨论非中心Wishart的背景、定义,并且利用密度函数分解的方法证明了某种分块形式下非中心Wishart矩阵分块阵所服从的分布。

Based on the central Wishart distribution proposed by Fisher,the background and definition of non-central Wishart are further discussed.In addition,the distribution of nonvcentral Wishart matrix block matrix is proved by means of density function decomposition.