正态随机向量线性变换独立不变性的充要条件  

EQUALITY CONDITION OF RETAINING THE INDEPENDENCE OF NORMAL RANDOM VARIABLES UNDER LINEAR TRANSFORMATION

作　　者：王金亮[1] 王佃文 

机构地区：[1]九江学院理学院,江西九江332005 [2]山东省武城县第二中学,山东武城县253300

出　　处：《九江学院学报（自然科学版）》2006年第4期96-97,共2页Journal of Jiujiang University：Natural Science Edition

基　　金：九江学院2006年校级重点课题(06KJ1)

摘　　要：通过对独立同分布的标准正态随机变量序列正交变换保持独立性这个结论的研究和推广,我们在本文中得到了一般独立正态随机变量序列线性变换保持独立性的充分必要条件。by the study of retaining of independence when we right product an orthogonal matrix to a row random vector which is formed by independent random variables that are of standard normal distribution, we obtained the conclusion that if we replace the standard normal distribution with common normal distribution that not necessarily with the same expectation and variation, then the independence conclusion holds if and only if the columns in the matrix we right product the random vector are of orthogonal columns.

关 键 词：特征函数 列正交矩阵 独立随机变量 

分 类 号：O211.1[理学—概率论与数理统计] O211.5[理学—数学]