多元特征函数在矩量中的应用

APPLICATION OF MULTIVARIATE CHARCTERISTIC FUNCTION TO THE MOMENT

利用随机变量的特征函数来定义中心矩量,并研究两类矩量之间的相互关系,这是一个新的课题。本文目的是寻求新的途径,在多元随机变量的情况下,应用特征函数建立各阶中心矩量与原点矩量之间的一般表达式。

In the papplication of probability theory and mathematical statistics the characteristic function is a specially useful means, but using it In the solution of the relationship between the moments is still a problem to be solved.The chief purpose of the paper is to establish a general relation between centric moment and original moment of higher dismensionality and multiorder by using characteristic function.