椭球等高矩阵分布的期望和方差  

The Conditional Mathematical Expectation and Variance of the Elliptically Contoured Matrix Distribution

作　　者：徐海燕[1] 卫飚[2] 

机构地区：[1]金陵科技学院公共基础课教学部,江苏南京211169 [2]南京政治学院基础部,江苏南京210003

出　　处：《金陵科技学院学报》2009年第2期1-3,共3页Journal of Jinling Institute of Technology

摘　　要：很多学者都曾研究过拉直运算以及椭球等高矩阵分布的性质,在这两者的基础上提出了椭球等高矩阵分布的条件数学期望和方差以及相关的定理。Many researchers have studied straightened algorithm and the nature of the elliptically contoured matrix distribution. And this paper puts forward the conditional mathematical expectation and variance of the elliptically contoured matrix distribution, and also gives its theorem.

关 键 词：椭球等高矩阵分布 条件数学期望 方差 

分 类 号：O212.4[理学—概率论与数理统计]