奇异正态分布的概率元素和广义密度函数

The Element of Probabilty of the Singular Multinormal Distribution and its Generalized Density Function

本文讨论奇异正态分布,给出了它在整个空间上的概率元素和分布集中的低维子空间。定义了奇异正态分布的广义密度函数。

This paper deals with the singular multinormal distribution. Its element of probability in whole space is given and the Iower-dimension sub-space is uniquely determined in which the total probability is located. The generalized density function of the singular normal distribution is also deducted in this paper.