分析离散型与连续型样本协方差阵正定性

Analyzing the difference of positive defined matrix of discrete and continuous sample

分析当多元随机变量协方差阵正定时,各随机分量应满足的关系,并结合多项分布研究离散型与连续型样本协方差阵的不同。

Analyzing the relationship among weights when covariance matrix is positive defined.And studying the difference of positive defined matrix of discrete and continuous sample by using of mal-distribution and the relationship among weights.