矩阵F分布渐近正态分布的一种方式(英文)  

A WAY OF ASYMPTOTIC NORMALITY FOR THE MATRIX F-DISTRIBUTION

作　　者：李开灿[1] 刘大飞[1] 

机构地区：[1]湖北师范学院数学与统计学院,湖北黄石435002

出　　处：《数学杂志》2011年第6期1063-1073,共11页Journal of Mathematics

基　　金：Supported by Education Department of Hubei Province(D20112503)

摘　　要：本文主要讨论矩阵F分布的一致渐近正态性.通过计算矩阵F分布和多元正态分布的Kullback-Leibler距离,找到了矩阵F分布一致渐近正态分布的条件.This paper concerns with the uniformly asymptotic normality of a matrix F- distribution. By means of evaluating the Kullback-Leibler distance between a matrix variate F-distribution and a normal distribution, we obtain the conditions under which a matrix F- distribution is uniformly asymptotic to normal distribution.

关 键 词：矩阵Γ分布 Kullback-Leibler距离 一致渐近正态性 

分 类 号：O213.2[理学—概率论与数理统计]